United Kingdom
Over 2011 to 2025 (15 years of data), RIOGBGBX has tended to move long between 05.10 and 11.11, closing higher in 86.7% of those years for an average +4.95% move and an annualized Sharpe of 1.66.
Best window
05.10 - 11.11
Direction
Long
Win rate
86.7%
Avg return
+4.95%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 11.11 | Long | 86.7% | +4.95% | 1.66 | 15 |
| 05.10 → 10.11 | Long | 86.7% | +4.48% | 1.47 | 15 |
| 06.10 → 11.11 | Long | 86.7% |
| +4.03% |
| 1.75 |
| 15 |
| 06.10 → 10.11 | Long | 86.7% | +3.57% | 1.44 | 15 |
| 05.10 → 12.11 | Long | 80.0% | +4.91% | 1.51 | 15 |
| 05.10 → 08.11 | Long | 80.0% | +4.40% | 1.55 | 15 |
| 05.10 → 24.11 | Long | 80.0% | +4.21% | 1.48 | 15 |
| 06.10 → 12.11 | Long | 80.0% | +3.99% | 1.50 | 15 |