United Kingdom
Over 2011 to 2025 (15 years of data), SNGBGBX has tended to move short between 06.10 and 12.10, closing higher in 80.0% of those years for an average +1.92% move and an annualized Sharpe of 4.76.
Best window
06.10 - 12.10
Direction
Short
Win rate
80.0%
Avg return
+1.92%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 12.10 | Short | 80.0% | +1.92% | 4.76 | 15 |
| 06.10 → 16.10 | Short | 80.0% | +1.82% | 2.55 | 15 |
| 06.10 → 13.10 | Short | 80.0% |
| +1.81% |
| 4.04 |
| 15 |
| 06.10 → 11.10 | Short | 80.0% | +1.75% | 5.40 | 15 |
| 06.10 → 17.10 | Short | 80.0% | +1.57% | 2.55 | 15 |
| 06.10 → 09.10 | Short | 80.0% | +0.96% | 4.75 | 15 |
| 06.10 → 02.11 | Short | 73.3% | +3.52% | 1.84 | 15 |
| 06.10 → 29.10 | Short | 73.3% | +2.95% | 2.18 | 15 |