Bonds
Over 2017 to 2025 (9 years of data), UKGILTTRGBP has tended to move long between 10.10 and 16.10, closing higher in 87.5% of those years for an average +0.89% move and an annualized Sharpe of 4.04.
Best window
10.10 - 16.10
Direction
Long
Win rate
87.5%
Avg return
+0.89%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 16.10 | Long | 87.5% | +0.89% | 4.04 | 8 |
| 09.10 → 16.10 | Long | 87.5% | +0.85% | 3.55 | 8 |
| 09.10 → 17.10 | Long | 87.5% |
| +0.76% |
| 3.15 |
| 8 |
| 08.10 → 15.10 | Long | 87.5% | +0.74% | 3.45 | 8 |
| 10.10 → 15.10 | Long | 87.5% | +0.73% | 4.04 | 8 |
| 09.10 → 15.10 | Long | 87.5% | +0.69% | 3.33 | 8 |
| 12.10 → 29.11 | Long | 75.0% | +2.73% | 1.18 | 8 |
| 12.10 → 11.12 | Long | 75.0% | +2.72% | 1.19 | 8 |