Over 1988 to 2025 (38 years of data), GBRIDXGBP has tended to move long between 11.07 and 30.07, closing higher in 71.0% of those years for an average +0.71% move and an annualized Sharpe of 0.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 30.07 | Long | 71.0% | +0.71% | 0.91 | 38 |
| 08.07 → 30.07 | Long | 68.4% | +0.79% | 0.81 | 38 |
| 10.07 → 30.07 | Long | 68.4% | +0.73% | 0.84 | 38 |
| 08.07 → 03.08 | Long | 68.4% | +0.54% | 0.38 | 38 |
| 08.07 → 14.07 | Long | 68.4% | +0.41% | 0.96 | 38 |
| 08.07 → 13.07 | Long | 68.4% | +0.32% | 1.05 | 38 |
| 11.07 → 26.08 | Long | 68.4% | +0.29% | 0.12 | 38 |
| 11.07 → 27.08 | Long | 68.4% | +0.19% | 0.07 | 38 |