United Kingdom
Over 2022 to 2025 (4 years of data), RTOGBGBX has tended to move long between 07.10 and 18.10, closing higher in 100.0% of those years for an average +2.38% move and an annualized Sharpe of 6.24.
Best window
07.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+2.38%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 18.10 | Long | 100.0% | +2.38% | 6.24 | 4 |
| 07.10 → 17.10 | Long | 100.0% | +2.17% | 10.46 | 4 |
| 06.10 → 17.10 | Long | 100.0% |
| +1.09% |
| 7.52 |
| 4 |
| 11.10 → 10.11 | Long | 75.0% | +3.04% | 0.49 | 4 |
| 11.10 → 17.10 | Long | 75.0% | +2.99% | 5.28 | 4 |
| 08.10 → 18.10 | Long | 75.0% | +2.89% | 3.62 | 4 |
| 12.10 → 10.11 | Long | 75.0% | +2.85% | 0.46 | 4 |
| 10.10 → 18.10 | Long | 75.0% | +2.77% | 3.92 | 4 |