Over 1990 to 2025 (36 years of data), GBPPLN has tended to move short between 07.07 and 25.07, closing higher in 48.6% of those years for an average +0.75% move and an annualized Sharpe of 0.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 25.07 | Short | 48.6% | +0.75% | 0.55 | 35 |
| 11.07 → 18.08 | Short | 48.6% | +0.73% | 0.26 | 35 |
| 07.07 → 24.07 | Short | 48.6% | +0.69% | 0.53 | 35 |
| 08.07 → 14.07 | Short | 48.6% | +0.29% | 0.75 | 35 |
| 12.07 → 16.07 | Short | 48.6% | +0.01% | 0.02 | 35 |
| 08.07 → 02.09 | Short | 47.2% | +0.70% | 0.19 | 36 |
| 11.07 → 22.08 | Short | 47.2% | +0.55% | 0.16 | 36 |
| 12.07 → 22.08 | Short | 47.2% | +0.50% | 0.15 | 36 |