United Kingdom
Over 2022 to 2025 (4 years of data), RMVGBGBX has tended to move short between 06.10 and 23.10, closing higher in 100.0% of those years for an average +4.90% move and an annualized Sharpe of 3.38.
Best window
06.10 - 23.10
Direction
Short
Win rate
100.0%
Avg return
+4.90%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 23.10 | Short | 100.0% | +4.90% | 3.38 | 4 |
| 11.10 → 15.10 | Long | 100.0% | +1.60% | 9.42 | 4 |
| 11.10 → 14.10 | Long | 100.0% |
| +0.80% |
| 9.88 |
| 4 |
| 06.10 → 08.11 | Short | 75.0% | +9.37% | 2.50 | 4 |
| 06.10 → 07.11 | Short | 75.0% | +9.22% | 2.75 | 4 |
| 07.10 → 08.11 | Short | 75.0% | +8.84% | 2.12 | 4 |
| 07.10 → 07.11 | Short | 75.0% | +8.70% | 2.31 | 4 |
| 08.10 → 08.11 | Short | 75.0% | +8.26% | 1.88 | 4 |