United Kingdom
Over 2011 to 2025 (15 years of data), WEIRGBGBX has tended to move short between 07.10 and 17.10, closing higher in 80.0% of those years for an average +1.41% move and an annualized Sharpe of 1.52.
Best window
07.10 - 17.10
Direction
Short
Win rate
80.0%
Avg return
+1.41%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 17.10 | Short | 80.0% | +1.41% | 1.52 | 15 |
| 06.10 → 17.10 | Short | 80.0% | +0.69% | 0.60 | 15 |
| 11.10 → 07.12 | Long | 73.3% |
| +1.79% |
| 0.30 |
| 15 |
| 09.10 → 07.12 | Long | 73.3% | +1.74% | 0.25 | 15 |
| 10.10 → 07.12 | Long | 73.3% | +1.66% | 0.25 | 15 |
| 11.10 → 09.12 | Long | 73.3% | +1.45% | 0.24 | 15 |
| 12.10 → 07.12 | Long | 73.3% | +1.45% | 0.24 | 15 |
| 11.10 → 08.12 | Long | 73.3% | +1.40% | 0.23 | 15 |