United Kingdom
Over 2011 to 2025 (15 years of data), SVTGBGBX has tended to move long between 10.10 and 19.10, closing higher in 86.7% of those years for an average +2.38% move and an annualized Sharpe of 4.06.
Best window
10.10 - 19.10
Direction
Long
Win rate
86.7%
Avg return
+2.38%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 19.10 | Long | 86.7% | +2.38% | 4.06 | 15 |
| 12.10 → 18.10 | Long | 86.7% | +1.93% | 4.85 | 15 |
| 10.10 → 11.11 | Long | 80.0% |
| +3.63% |
| 1.62 |
| 15 |
| 10.10 → 12.11 | Long | 80.0% | +3.54% | 1.36 | 15 |
| 08.10 → 24.10 | Long | 80.0% | +3.49% | 3.29 | 15 |
| 11.10 → 11.11 | Long | 80.0% | +3.49% | 1.57 | 15 |
| 09.10 → 24.10 | Long | 80.0% | +3.48% | 3.31 | 15 |
| 11.10 → 12.11 | Long | 80.0% | +3.41% | 1.32 | 15 |