United Kingdom
Over 2013 to 2025 (13 years of data), RMGGBGBX has tended to move long between 06.10 and 10.10, closing higher in 90.9% of those years for an average +1.09% move and an annualized Sharpe of 8.54.
Best window
06.10 - 10.10
Direction
Long
Win rate
90.9%
Avg return
+1.09%
Sample
11 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 10.10 | Long | 90.9% | +1.09% | 8.54 | 11 |
| 07.10 → 10.10 | Long | 90.9% | +0.75% | 7.62 | 11 |
| 09.10 → 28.11 | Long | 83.3% |
| +9.52% |
| 1.95 |
| 12 |
| 09.10 → 29.11 | Long | 83.3% | +9.50% | 2.00 | 12 |
| 09.10 → 27.11 | Long | 83.3% | +9.44% | 2.02 | 12 |
| 10.10 → 27.11 | Long | 83.3% | +8.88% | 1.89 | 12 |
| 09.10 → 26.11 | Long | 83.3% | +8.80% | 2.04 | 12 |
| 09.10 → 24.11 | Long | 83.3% | +8.77% | 2.02 | 12 |