United Kingdom
Over 2011 to 2025 (15 years of data), TPKGBGBX has tended to move long between 11.10 and 02.12, closing higher in 86.7% of those years for an average +6.54% move and an annualized Sharpe of 1.56.
Best window
11.10 - 02.12
Direction
Long
Win rate
86.7%
Avg return
+6.54%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 86.7% | +6.54% | 1.56 | 15 |
| 11.10 → 05.12 | Long | 86.7% | +6.40% | 1.41 | 15 |
| 11.10 → 04.12 | Long | 86.7% |
| +6.35% |
| 1.52 |
| 15 |
| 12.10 → 29.11 | Long | 86.7% | +4.45% | 1.24 | 15 |
| 11.10 → 16.10 | Long | 86.7% | +3.88% | 5.52 | 15 |
| 11.10 → 15.10 | Long | 86.7% | +3.71% | 6.36 | 15 |
| 11.10 → 17.10 | Long | 86.7% | +3.28% | 4.06 | 15 |
| 11.10 → 14.10 | Long | 86.7% | +3.09% | 7.78 | 15 |