United Kingdom
Over 2011 to 2025 (15 years of data), WOSGBGBX has tended to move long between 10.10 and 08.12, closing higher in 93.3% of those years for an average +6.85% move and an annualized Sharpe of 1.80.
Best window
10.10 - 08.12
Direction
Long
Win rate
93.3%
Avg return
+6.85%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 08.12 | Long | 93.3% | +6.85% | 1.80 | 15 |
| 10.10 → 07.12 | Long | 93.3% | +6.66% | 1.75 | 15 |
| 09.10 → 08.12 | Long | 93.3% |
| +6.51% |
| 1.68 |
| 15 |
| 09.10 → 07.12 | Long | 93.3% | +6.32% | 1.64 | 15 |
| 08.10 → 07.12 | Long | 93.3% | +5.90% | 1.44 | 15 |
| 05.10 → 23.11 | Long | 93.3% | +4.58% | 1.29 | 15 |
| 10.10 → 25.11 | Long | 93.3% | +4.38% | 1.48 | 15 |
| 05.10 → 22.11 | Long | 93.3% | +4.27% | 1.14 | 15 |