United Kingdom
Over 2011 to 2025 (15 years of data), VODGBGBX has tended to move long between 10.10 and 13.11, closing higher in 80.0% of those years for an average +2.85% move and an annualized Sharpe of 1.16.
Best window
10.10 - 13.11
Direction
Long
Win rate
80.0%
Avg return
+2.85%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 13.11 | Long | 80.0% | +2.85% | 1.16 | 15 |
| 09.10 → 13.11 | Long | 80.0% | +2.41% | 1.02 | 15 |
| 10.10 → 14.11 | Long | 73.3% |
| +3.52% |
| 1.29 |
| 15 |
| 09.10 → 14.11 | Long | 73.3% | +3.07% | 1.16 | 15 |
| 07.10 → 14.11 | Long | 73.3% | +2.87% | 1.05 | 15 |
| 12.10 → 13.11 | Long | 73.3% | +2.54% | 1.08 | 15 |
| 10.10 → 11.11 | Long | 73.3% | +2.39% | 1.15 | 15 |
| 10.10 → 12.11 | Long | 73.3% | +2.36% | 0.99 | 15 |