Over 2017 to 2025 (9 years of data), UKGILTTRGBP has tended to move short between 28.07 and 26.09, closing higher in 87.5% of those years for an average +3.15% move and an annualized Sharpe of 1.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 26.09 | Short | 87.5% | +3.15% | 1.08 | 8 |
| 27.07 → 02.09 | Short | 87.5% | +1.79% | 1.59 | 8 |
| 27.07 → 17.09 | Short | 87.5% | +1.78% | 1.12 | 8 |
| 27.07 → 16.09 | Short | 87.5% | +1.76% | 1.11 | 8 |
| 27.07 → 15.09 | Short | 87.5% | +1.73% | 1.08 | 8 |
| 27.07 → 01.09 | Short | 87.5% | +1.71% | 1.56 | 8 |
| 27.07 → 13.09 | Short | 87.5% | +1.70% | 1.07 | 8 |
| 25.07 → 17.09 | Short | 87.5% | +1.65% | 1.00 | 8 |