United Kingdom
Over 2011 to 2025 (15 years of data), TSCOGBGBX has tended to move short between 11.10 and 16.10, closing higher in 86.7% of those years for an average +0.98% move and an annualized Sharpe of 2.53.
Best window
11.10 - 16.10
Direction
Short
Win rate
86.7%
Avg return
+0.98%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Short | 86.7% | +0.98% | 2.53 | 15 |
| 06.10 → 28.11 | Long | 80.0% | +2.13% | 0.79 | 15 |
| 06.10 → 19.10 | Long | 80.0% |
| +1.82% |
| 3.33 |
| 15 |
| 06.10 → 21.10 | Long | 80.0% | +1.71% | 2.87 | 15 |
| 06.10 → 22.10 | Long | 80.0% | +1.62% | 2.80 | 15 |
| 06.10 → 20.10 | Long | 80.0% | +1.53% | 3.00 | 15 |
| 10.10 → 08.11 | Long | 80.0% | +1.34% | 0.66 | 15 |
| 11.10 → 15.10 | Short | 80.0% | +0.69% | 1.88 | 15 |