Over 2017 to 2025 (9 years of data), UKGILTTRGBP has tended to move long between 11.07 and 09.08, closing higher in 100.0% of those years for an average +1.36% move and an annualized Sharpe of 3.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 09.08 | Long | 100.0% | +1.36% | 3.71 | 8 |
| 08.07 → 09.08 | Long | 100.0% | +1.33% | 3.43 | 8 |
| 11.07 → 05.08 | Long | 100.0% | +1.33% | 4.24 | 8 |
| 11.07 → 08.08 | Long | 100.0% | +1.24% | 3.38 | 8 |
| 11.07 → 28.07 | Long | 100.0% | +1.16% | 3.93 | 8 |
| 09.07 → 21.07 | Long | 100.0% | +1.14% | 3.66 | 8 |
| 11.07 → 21.07 | Long | 100.0% | +1.14% | 4.85 | 8 |
| 08.07 → 28.07 | Long | 100.0% | +1.13% | 3.01 | 8 |