United Kingdom
Over 2011 to 2025 (15 years of data), SGEGBGBX has tended to move short between 21.09 and 02.10, closing higher in 80.0% of those years for an average +2.07% move and an annualized Sharpe of 4.95.
Best window
21.09 - 02.10
Direction
Short
Win rate
80.0%
Avg return
+2.07%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 02.10 | Short | 80.0% | +2.07% | 4.95 | 15 |
| 21.09 → 07.10 | Short | 80.0% | +1.93% | 3.32 | 15 |
| 21.09 → 01.10 | Short | 80.0% |
| +1.78% |
| 4.59 |
| 15 |
| 15.09 → 02.10 | Short | 80.0% | +1.73% | 2.12 | 15 |
| 20.09 → 02.10 | Short | 80.0% | +1.68% | 3.51 | 15 |
| 19.09 → 04.10 | Short | 80.0% | +1.67% | 2.57 | 15 |
| 15.09 → 30.09 | Short | 80.0% | +1.36% | 1.85 | 15 |
| 19.09 → 02.10 | Short | 78.6% | +1.88% | 3.47 | 14 |