United Kingdom
Over 2011 to 2025 (15 years of data), SGEGBGBX has tended to move long between 11.10 and 17.10, closing higher in 86.7% of those years for an average +1.15% move and an annualized Sharpe of 4.72.
Best window
11.10 - 17.10
Direction
Long
Win rate
86.7%
Avg return
+1.15%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 17.10 | Long | 86.7% | +1.15% | 4.72 | 15 |
| 11.10 → 18.10 | Long | 86.7% | +1.02% | 5.46 | 15 |
| 10.10 → 04.12 | Long | 80.0% |
| +8.07% |
| 1.33 |
| 15 |
| 10.10 → 28.11 | Long | 80.0% | +7.98% | 1.70 | 15 |
| 11.10 → 04.12 | Long | 80.0% | +7.76% | 1.28 | 15 |
| 11.10 → 28.11 | Long | 80.0% | +7.68% | 1.61 | 15 |
| 10.10 → 27.11 | Long | 80.0% | +7.65% | 1.68 | 15 |
| 10.10 → 26.11 | Long | 80.0% | +7.51% | 1.59 | 15 |