United Kingdom
Over 2014 to 2025 (12 years of data), SKYGBGBX has tended to move long between 11.10 and 09.12, closing higher in 100.0% of those years for an average +7.77% move and an annualized Sharpe of 3.42.
Best window
11.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+7.77%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 100.0% | +7.77% | 3.42 | 4 |
| 10.10 → 09.12 | Long | 100.0% | +6.10% | 2.54 | 5 |
| 11.10 → 13.11 | Short | 100.0% |
| +5.01% |
| 2.64 |
| 3 |
| 11.10 → 12.11 | Short | 100.0% | +4.43% | 2.21 | 3 |
| 11.10 → 14.11 | Short | 100.0% | +4.15% | 2.36 | 4 |
| 12.10 → 13.11 | Short | 100.0% | +3.57% | 2.07 | 4 |
| 12.10 → 14.11 | Short | 100.0% | +3.16% | 2.00 | 5 |
| 12.10 → 12.11 | Short | 100.0% | +3.13% | 1.77 | 4 |