United Kingdom
Over 2022 to 2025 (4 years of data), SPXGBGBX has tended to move short between 07.10 and 31.10, closing higher in 100.0% of those years for an average +7.93% move and an annualized Sharpe of 6.45.
Best window
07.10 - 31.10
Direction
Short
Win rate
100.0%
Avg return
+7.93%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 31.10 | Short | 100.0% | +7.93% | 6.45 | 3 |
| 07.10 → 30.10 | Short | 100.0% | +7.18% | 5.20 | 3 |
| 06.10 → 20.10 | Short | 100.0% |
| +6.83% |
| 7.44 |
| 4 |
| 06.10 → 15.10 | Short | 100.0% | +6.79% | 11.68 | 4 |
| 06.10 → 21.10 | Short | 100.0% | +6.77% | 8.45 | 4 |
| 05.10 → 20.10 | Short | 100.0% | +6.68% | 8.10 | 4 |
| 05.10 → 15.10 | Short | 100.0% | +6.63% | 12.35 | 4 |
| 05.10 → 21.10 | Short | 100.0% | +6.61% | 9.39 | 4 |