United Kingdom
Over 2011 to 2025 (15 years of data), RSAGBGBX has tended to move long between 12.10 and 23.10, closing higher in 80.0% of those years for an average +1.25% move and an annualized Sharpe of 2.82.
Best window
12.10 - 23.10
Direction
Long
Win rate
80.0%
Avg return
+1.25%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 23.10 | Long | 80.0% | +1.25% | 2.82 | 10 |
| 07.10 → 13.10 | Short | 80.0% | +1.17% | 3.59 | 10 |
| 07.10 → 10.10 | Short | 80.0% |
| +0.74% |
| 5.45 |
| 10 |
| 12.10 → 21.10 | Long | 80.0% | +0.56% | 1.47 | 10 |
| 11.10 → 23.10 | Long | 70.0% | +1.44% | 2.73 | 10 |
| 07.10 → 15.10 | Short | 70.0% | +1.35% | 2.67 | 10 |
| 12.10 → 31.10 | Long | 70.0% | +1.30% | 1.59 | 10 |
| 07.10 → 16.10 | Short | 70.0% | +1.25% | 2.78 | 10 |