United Kingdom
Over 2011 to 2025 (15 years of data), STANGBGBX has tended to move short between 11.10 and 15.10, closing higher in 73.3% of those years for an average +0.60% move and an annualized Sharpe of 1.65.
Best window
11.10 - 15.10
Direction
Short
Win rate
73.3%
Avg return
+0.60%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.10 | Short | 73.3% | +0.60% | 1.65 | 15 |
| 05.10 → 24.10 | Long | 66.7% | +3.80% | 1.60 | 15 |
| 05.10 → 25.10 | Long | 66.7% |
| +3.50% |
| 1.50 |
| 15 |
| 06.10 → 24.10 | Long | 66.7% | +3.28% | 1.68 | 15 |
| 05.10 → 27.10 | Long | 66.7% | +3.02% | 0.92 | 15 |
| 06.10 → 25.10 | Long | 66.7% | +2.98% | 1.56 | 15 |
| 06.10 → 23.10 | Long | 66.7% | +2.80% | 1.52 | 15 |
| 06.10 → 22.10 | Long | 66.7% | +2.69% | 1.60 | 15 |