United Kingdom
Over 2011 to 2025 (15 years of data), TLWGBGBX has tended to move short between 10.10 and 28.11, closing higher in 86.7% of those years for an average +10.66% move and an annualized Sharpe of 1.03.
Best window
10.10 - 28.11
Direction
Short
Win rate
86.7%
Avg return
+10.66%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 28.11 | Short | 86.7% | +10.66% | 1.03 | 15 |
| 10.10 → 29.11 | Short | 86.7% | +10.43% | 1.05 | 15 |
| 09.10 → 28.11 | Short | 86.7% |
| +10.13% |
| 0.91 |
| 15 |
| 07.10 → 28.11 | Short | 86.7% | +10.03% | 0.87 | 15 |
| 09.10 → 29.11 | Short | 86.7% | +9.94% | 0.93 | 15 |
| 07.10 → 29.11 | Short | 86.7% | +9.81% | 0.88 | 15 |
| 10.10 → 27.11 | Short | 86.7% | +9.13% | 0.84 | 15 |
| 08.10 → 28.11 | Short | 86.7% | +8.68% | 0.68 | 15 |