

Over 2020 to 2025 (6 years of data), VWRPGBGBP has tended to move long between 19.08 and 18.10, closing higher in 83.3% of those years for an average +1.89% move and an annualized Sharpe of 0.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.08 → 18.10 | Long | 83.3% | +1.89% | 0.86 | 6 |
| 19.08 → 16.10 | Long | 83.3% | +1.79% | 0.75 | 6 |
| 20.08 → 18.10 | Long | 83.3% | +1.77% | 0.84 | 6 |
| 21.08 → 18.10 | Long | 83.3% | +1.73% | 0.81 | 6 |
| 20.08 → 16.10 | Long | 83.3% | +1.66% | 0.73 | 6 |
| 20.08 → 19.10 | Long | 83.3% | +1.66% | 0.81 | 6 |
| 19.08 → 14.10 | Long | 83.3% | +1.65% | 0.71 | 6 |
| 21.08 → 16.10 | Long | 83.3% | +1.63% | 0.70 | 6 |