United Kingdom
Over 2011 to 2025 (15 years of data), ULVRGBGBX has tended to move long between 11.10 and 14.10, closing higher in 73.3% of those years for an average +0.43% move and an annualized Sharpe of 1.84.
Best window
11.10 - 14.10
Direction
Long
Win rate
73.3%
Avg return
+0.43%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 14.10 | Long | 73.3% | +0.43% | 1.84 | 15 |
| 11.10 → 21.10 | Long | 73.3% | +0.34% | 0.46 | 15 |
| 05.10 → 08.10 | Short | 73.3% |
| +0.27% |
| 1.87 |
| 15 |
| 05.10 → 10.10 | Short | 73.3% | +0.11% | 0.53 | 15 |
| 08.10 → 12.11 | Long | 73.3% | -0.37% | -0.19 | 15 |
| 07.10 → 12.11 | Long | 73.3% | -0.56% | -0.29 | 15 |
| 05.10 → 01.11 | Short | 66.7% | +0.57% | 0.41 | 15 |
| 08.10 → 22.10 | Long | 66.7% | +0.56% | 0.58 | 15 |