United Kingdom
Over 2011 to 2025 (15 years of data), SMINGBGBX has tended to move short between 07.10 and 17.10, closing higher in 80.0% of those years for an average +1.55% move and an annualized Sharpe of 2.64.
Best window
07.10 - 17.10
Direction
Short
Win rate
80.0%
Avg return
+1.55%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 17.10 | Short | 80.0% | +1.55% | 2.64 | 15 |
| 07.10 → 15.10 | Short | 80.0% | +1.54% | 2.63 | 15 |
| 12.10 → 15.10 | Short | 80.0% |
| +1.28% |
| 6.73 |
| 15 |
| 12.10 → 17.10 | Short | 80.0% | +1.28% | 6.47 | 15 |
| 11.10 → 15.10 | Short | 80.0% | +1.27% | 4.79 | 15 |
| 06.10 → 15.10 | Short | 80.0% | +1.23% | 1.95 | 15 |
| 06.10 → 17.10 | Short | 80.0% | +1.23% | 1.97 | 15 |
| 10.10 → 14.10 | Short | 80.0% | +0.99% | 2.77 | 15 |