United Kingdom
Over 2011 to 2025 (15 years of data), WTBGBGBX has tended to move long between 10.10 and 18.10, closing higher in 80.0% of those years for an average +2.32% move and an annualized Sharpe of 2.71.
Best window
10.10 - 18.10
Direction
Long
Win rate
80.0%
Avg return
+2.32%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 18.10 | Long | 80.0% | +2.32% | 2.71 | 15 |
| 10.10 → 17.10 | Long | 80.0% | +1.71% | 2.16 | 15 |
| 10.10 → 16.10 | Long | 80.0% |
| +1.48% |
| 2.02 |
| 15 |
| 10.10 → 19.10 | Long | 78.6% | +2.07% | 2.23 | 14 |
| 11.10 → 18.10 | Long | 73.3% | +1.91% | 2.53 | 15 |
| 09.10 → 18.10 | Long | 73.3% | +1.89% | 2.03 | 15 |
| 05.10 → 05.11 | Long | 73.3% | +1.12% | 0.46 | 15 |
| 10.10 → 13.10 | Long | 73.3% | +0.94% | 2.90 | 15 |