United Kingdom
Over 2011 to 2025 (15 years of data), SSEGBGBX has tended to move long between 08.10 and 22.10, closing higher in 93.3% of those years for an average +2.61% move and an annualized Sharpe of 4.98.
Best window
08.10 - 22.10
Direction
Long
Win rate
93.3%
Avg return
+2.61%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 22.10 | Long | 93.3% | +2.61% | 4.98 | 15 |
| 10.10 → 22.10 | Long | 93.3% | +2.44% | 5.58 | 15 |
| 07.10 → 22.10 | Long | 93.3% |
| +2.38% |
| 4.51 |
| 15 |
| 08.10 → 21.10 | Long | 93.3% | +2.37% | 4.62 | 15 |
| 09.10 → 22.10 | Long | 93.3% | +2.32% | 4.46 | 15 |
| 10.10 → 23.10 | Long | 93.3% | +2.29% | 4.56 | 15 |
| 10.10 → 24.10 | Long | 93.3% | +2.19% | 4.11 | 15 |
| 09.10 → 26.10 | Long | 93.3% | +2.18% | 3.75 | 15 |