United Kingdom
Over 2022 to 2025 (4 years of data), STJGBGBX has tended to move long between 07.10 and 10.10, closing higher in 100.0% of those years for an average +3.22% move and an annualized Sharpe of 15.30.
Best window
07.10 - 10.10
Direction
Long
Win rate
100.0%
Avg return
+3.22%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Long | 100.0% | +3.22% | 15.30 | 4 |
| 08.10 → 02.12 | Long | 75.0% | +8.93% | 1.14 | 4 |
| 08.10 → 01.12 | Long | 75.0% |
| +8.71% |
| 1.15 |
| 4 |
| 09.10 → 02.12 | Long | 75.0% | +8.65% | 1.11 | 4 |
| 07.10 → 02.12 | Long | 75.0% | +8.48% | 1.08 | 4 |
| 09.10 → 01.12 | Long | 75.0% | +8.43% | 1.12 | 4 |
| 07.10 → 01.12 | Long | 75.0% | +8.26% | 1.08 | 4 |
| 08.10 → 30.11 | Long | 75.0% | +8.06% | 1.05 | 4 |