Over 2020 to 2025 (6 years of data), VWRPGBGBP has tended to move long between 08.07 and 02.09, closing higher in 83.3% of those years for an average +3.33% move and an annualized Sharpe of 4.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 02.09 | Long | 83.3% | +3.33% | 4.12 | 6 |
| 10.07 → 02.09 | Long | 83.3% | +3.30% | 3.52 | 6 |
| 11.07 → 02.09 | Long | 83.3% | +3.28% | 3.29 | 6 |
| 07.07 → 02.09 | Long | 83.3% | +3.24% | 3.75 | 6 |
| 09.07 → 02.09 | Long | 83.3% | +3.21% | 3.73 | 6 |
| 12.07 → 02.09 | Long | 83.3% | +3.18% | 3.49 | 6 |
| 12.07 → 10.09 | Long | 83.3% | +3.09% | 1.99 | 6 |
| 13.07 → 02.09 | Long | 83.3% | +3.08% | 3.15 | 6 |