United Kingdom
Over 2017 to 2025 (9 years of data), SLAGBGBX has tended to move long between 08.10 and 15.10, closing higher in 88.9% of those years for an average +2.27% move and an annualized Sharpe of 2.99.
Best window
08.10 - 15.10
Direction
Long
Win rate
88.9%
Avg return
+2.27%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 15.10 | Long | 88.9% | +2.27% | 2.99 | 9 |
| 06.10 → 15.10 | Long | 88.9% | +2.23% | 2.71 | 9 |
| 08.10 → 14.10 | Long | 88.9% |
| +2.03% |
| 3.22 |
| 9 |
| 11.10 → 14.10 | Long | 88.9% | +1.66% | 5.65 | 9 |
| 08.10 → 13.10 | Long | 88.9% | +0.91% | 1.75 | 9 |
| 10.10 → 16.10 | Long | 77.8% | +2.90% | 4.24 | 9 |
| 08.10 → 16.10 | Long | 77.8% | +2.69% | 3.25 | 9 |
| 06.10 → 16.10 | Long | 77.8% | +2.65% | 3.08 | 9 |