United Kingdom
Over 2022 to 2025 (4 years of data), SMTGBGBX has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +6.97% move and an annualized Sharpe of 2.39.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+6.97%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +6.97% | 2.39 | 4 |
| 07.10 → 22.10 | Short | 100.0% | +3.29% | 6.17 | 4 |
| 07.10 → 23.10 | Short | 100.0% |
| +3.19% |
| 5.69 |
| 4 |
| 06.10 → 22.10 | Short | 100.0% | +3.03% | 6.54 | 4 |
| 05.10 → 22.10 | Short | 100.0% | +3.00% | 5.90 | 4 |
| 06.10 → 23.10 | Short | 100.0% | +2.94% | 6.31 | 4 |
| 05.10 → 23.10 | Short | 100.0% | +2.91% | 5.69 | 4 |
| 07.10 → 20.10 | Short | 100.0% | +2.91% | 7.24 | 4 |