United Kingdom
Over 2022 to 2025 (4 years of data), SGROGBGBX has tended to move long between 09.10 and 16.10, closing higher in 100.0% of those years for an average +3.20% move and an annualized Sharpe of 29.92.
Best window
09.10 - 16.10
Direction
Long
Win rate
100.0%
Avg return
+3.20%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 16.10 | Long | 100.0% | +3.20% | 29.92 | 4 |
| 06.10 → 16.10 | Long | 100.0% | +3.06% | 7.47 | 4 |
| 09.10 → 17.10 | Long | 100.0% |
| +2.92% |
| 25.91 |
| 4 |
| 10.10 → 16.10 | Long | 100.0% | +2.88% | 17.13 | 4 |
| 06.10 → 17.10 | Long | 100.0% | +2.78% | 5.39 | 4 |
| 09.10 → 15.10 | Long | 100.0% | +2.65% | 23.98 | 4 |
| 08.10 → 16.10 | Long | 100.0% | +2.63% | 13.28 | 4 |
| 10.10 → 17.10 | Long | 100.0% | +2.59% | 11.42 | 4 |