Over 2011 to 2025 (15 years of data), WOSGBGBX has tended to move long between 25.07 and 08.09, closing higher in 86.7% of those years for an average +2.37% move and an annualized Sharpe of 0.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 08.09 | Long | 86.7% | +2.37% | 0.67 | 15 |
| 25.07 → 09.09 | Long | 86.7% | +1.97% | 0.54 | 15 |
| 26.07 → 02.09 | Long | 86.7% | +1.89% | 0.68 | 15 |
| 25.07 → 31.08 | Long | 86.7% | +1.81% | 0.77 | 15 |
| 27.07 → 05.09 | Long | 86.7% | +1.73% | 0.54 | 15 |
| 25.07 → 10.09 | Long | 86.7% | +1.67% | 0.46 | 15 |
| 27.07 → 06.09 | Long | 86.7% | +1.67% | 0.50 | 15 |
| 27.07 → 03.09 | Long | 86.7% | +1.47% | 0.54 | 15 |