Over 2020 to 2025 (6 years of data), VUKGGBGBP has tended to move long between 10.07 and 12.08, closing higher in 100.0% of those years for an average +3.33% move and an annualized Sharpe of 5.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 12.08 | Long | 100.0% | +3.33% | 5.54 | 6 |
| 10.07 → 13.08 | Long | 100.0% | +3.25% | 6.20 | 6 |
| 08.07 → 12.08 | Long | 100.0% | +3.19% | 6.23 | 6 |
| 08.07 → 13.08 | Long | 100.0% | +3.12% | 5.52 | 6 |
| 07.07 → 12.08 | Long | 100.0% | +3.10% | 4.79 | 6 |
| 10.07 → 24.08 | Long | 100.0% | +3.09% | 4.60 | 6 |
| 09.07 → 12.08 | Long | 100.0% | +3.07% | 5.56 | 6 |
| 07.07 → 13.08 | Long | 100.0% | +3.02% | 3.99 | 6 |