United Kingdom
Over 2011 to 2025 (15 years of data), UUGBGBX has tended to move long between 10.10 and 24.10, closing higher in 86.7% of those years for an average +3.29% move and an annualized Sharpe of 3.89.
Best window
10.10 - 24.10
Direction
Long
Win rate
86.7%
Avg return
+3.29%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 24.10 | Long | 86.7% | +3.29% | 3.89 | 15 |
| 10.10 → 26.10 | Long | 86.7% | +3.22% | 3.38 | 15 |
| 10.10 → 25.10 | Long | 86.7% |
| +3.01% |
| 3.20 |
| 15 |
| 12.10 → 24.10 | Long | 86.7% | +2.73% | 4.16 | 15 |
| 12.10 → 26.10 | Long | 86.7% | +2.67% | 3.22 | 15 |
| 08.10 → 27.10 | Long | 80.0% | +3.63% | 3.10 | 15 |
| 10.10 → 27.10 | Long | 80.0% | +3.54% | 3.32 | 15 |
| 11.10 → 27.10 | Long | 80.0% | +3.50% | 3.19 | 15 |