United Kingdom
Over 2011 to 2025 (15 years of data), RRGBGBX has tended to move short between 12.10 and 19.11, closing higher in 73.3% of those years for an average +5.22% move and an annualized Sharpe of 0.75.
Best window
12.10 - 19.11
Direction
Short
Win rate
73.3%
Avg return
+5.22%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 19.11 | Short | 73.3% | +5.22% | 0.75 | 15 |
| 12.10 → 20.11 | Short | 73.3% | +5.16% | 0.73 | 15 |
| 10.10 → 19.11 | Short | 73.3% |
| +4.95% |
| 0.67 |
| 15 |
| 10.10 → 20.11 | Short | 73.3% | +4.89% | 0.65 | 15 |
| 09.10 → 20.11 | Short | 73.3% | +4.62% | 0.66 | 15 |
| 07.10 → 20.11 | Short | 73.3% | +3.96% | 0.66 | 15 |
| 06.10 → 20.11 | Short | 73.3% | +2.92% | 0.56 | 15 |
| 11.10 → 16.10 | Long | 73.3% | +1.05% | 1.78 | 15 |