United Kingdom
Over 2022 to 2025 (4 years of data), SMDSGBGBX has tended to move long between 10.10 and 09.12, closing higher in 100.0% of those years for an average +21.77% move and an annualized Sharpe of 4.31.
Best window
10.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+21.77%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 09.12 | Long | 100.0% | +21.77% | 4.31 | 3 |
| 10.10 → 11.11 | Long | 100.0% | +20.98% | 5.93 | 3 |
| 10.10 → 03.12 | Long | 100.0% |
| +20.96% |
| 5.27 |
| 3 |
| 10.10 → 02.12 | Long | 100.0% | +20.94% | 5.32 | 3 |
| 10.10 → 07.12 | Long | 100.0% | +20.91% | 5.19 | 3 |
| 10.10 → 13.11 | Long | 100.0% | +20.54% | 5.89 | 3 |
| 10.10 → 04.12 | Long | 100.0% | +20.42% | 5.32 | 3 |
| 08.10 → 11.11 | Long | 100.0% | +20.40% | 5.14 | 3 |