

Over 2020 to 2025 (6 years of data), VWRPGBGBP has tended to move long between 23.08 and 18.10, closing higher in 83.3% of those years for an average +1.53% move and an annualized Sharpe of 0.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 18.10 | Long | 83.3% | +1.53% | 0.83 | 6 |
| 23.08 → 19.10 | Long | 83.3% | +1.43% | 0.80 | 6 |
| 22.08 → 18.10 | Long | 83.3% | +1.42% | 0.69 | 6 |
| 23.08 → 16.10 | Long | 83.3% | +1.42% | 0.71 | 6 |
| 22.08 → 16.10 | Long | 83.3% | +1.32% | 0.60 | 6 |
| 22.08 → 19.10 | Long | 83.3% | +1.32% | 0.66 | 6 |
| 27.08 → 18.10 | Long | 83.3% | +1.29% | 0.74 | 6 |
| 24.08 → 18.10 | Long | 83.3% | +1.28% | 0.74 | 6 |