United Kingdom
Over 2011 to 2025 (15 years of data), TATEGBGBX has tended to move long between 12.10 and 08.11, closing higher in 86.7% of those years for an average +4.36% move and an annualized Sharpe of 2.92.
Best window
12.10 - 08.11
Direction
Long
Win rate
86.7%
Avg return
+4.36%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 08.11 | Long | 86.7% | +4.36% | 2.92 | 15 |
| 12.10 → 10.11 | Long | 86.7% | +4.34% | 2.03 | 15 |
| 09.10 → 08.11 | Long | 86.7% |
| +4.32% |
| 3.02 |
| 15 |
| 09.10 → 10.11 | Long | 86.7% | +4.29% | 1.98 | 15 |
| 08.10 → 10.11 | Long | 86.7% | +4.25% | 1.94 | 15 |
| 11.10 → 08.11 | Long | 86.7% | +4.20% | 3.15 | 15 |
| 11.10 → 10.11 | Long | 86.7% | +4.17% | 2.09 | 15 |
| 10.10 → 08.11 | Long | 86.7% | +4.13% | 3.06 | 15 |