United Kingdom
Over 2011 to 2025 (15 years of data), RELGBGBX has tended to move long between 07.10 and 29.11, closing higher in 86.7% of those years for an average +3.03% move and an annualized Sharpe of 1.14.
Best window
07.10 - 29.11
Direction
Long
Win rate
86.7%
Avg return
+3.03%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 29.11 | Long | 86.7% | +3.03% | 1.14 | 15 |
| 06.10 → 23.11 | Long | 86.7% | +2.58% | 1.10 | 15 |
| 11.10 → 12.11 | Long | 86.7% |
| +2.48% |
| 1.17 |
| 15 |
| 06.10 → 22.11 | Long | 86.7% | +2.28% | 0.96 | 15 |
| 05.10 → 19.11 | Long | 86.7% | +2.20% | 0.88 | 15 |
| 11.10 → 13.11 | Long | 86.7% | +2.03% | 1.00 | 15 |
| 11.10 → 28.11 | Long | 80.0% | +4.15% | 1.49 | 15 |
| 11.10 → 02.12 | Long | 80.0% | +4.14% | 1.31 | 15 |