United Kingdom
Over 2011 to 2025 (15 years of data), SBRYGBGBX has tended to move long between 08.10 and 26.10, closing higher in 86.7% of those years for an average +2.26% move and an annualized Sharpe of 1.99.
Best window
08.10 - 26.10
Direction
Long
Win rate
86.7%
Avg return
+2.26%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 26.10 | Long | 86.7% | +2.26% | 1.99 | 15 |
| 10.10 → 02.11 | Long | 80.0% | +2.80% | 1.62 | 15 |
| 09.10 → 27.10 | Long | 80.0% |
| +2.68% |
| 2.24 |
| 15 |
| 09.10 → 29.10 | Long | 80.0% | +2.64% | 1.85 | 15 |
| 10.10 → 26.10 | Long | 80.0% | +2.63% | 2.41 | 15 |
| 09.10 → 28.10 | Long | 80.0% | +2.58% | 2.13 | 15 |
| 10.10 → 31.10 | Long | 80.0% | +2.53% | 1.66 | 15 |
| 08.10 → 27.10 | Long | 80.0% | +2.49% | 2.08 | 15 |