United Kingdom
Over 2011 to 2025 (15 years of data), SDRGBGBX has tended to move long between 10.10 and 03.11, closing higher in 90.0% of those years for an average +2.96% move and an annualized Sharpe of 3.52.
Best window
10.10 - 03.11
Direction
Long
Win rate
90.0%
Avg return
+2.96%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 03.11 | Long | 90.0% | +2.96% | 3.52 | 10 |
| 10.10 → 11.11 | Long | 80.0% | +4.03% | 1.17 | 10 |
| 10.10 → 04.11 | Long | 80.0% |
| +2.86% |
| 2.54 |
| 10 |
| 10.10 → 02.11 | Long | 80.0% | +2.67% | 2.86 | 10 |
| 09.10 → 03.11 | Long | 80.0% | +2.60% | 3.41 | 10 |
| 09.10 → 04.11 | Long | 80.0% | +2.51% | 2.36 | 10 |
| 06.10 → 12.11 | Long | 80.0% | +2.38% | 0.74 | 10 |
| 09.10 → 02.11 | Long | 80.0% | +2.32% | 2.54 | 10 |