Over 2011 to 2025 (15 years of data), WOSGBGBX has tended to move long between 07.07 and 02.09, closing higher in 86.7% of those years for an average +3.94% move and an annualized Sharpe of 0.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 02.09 | Long | 86.7% | +3.94% | 0.93 | 15 |
| 07.07 → 03.09 | Long | 86.7% | +3.82% | 0.90 | 15 |
| 08.07 → 02.09 | Long | 86.7% | +3.77% | 0.95 | 15 |
| 08.07 → 03.09 | Long | 86.7% | +3.64% | 0.91 | 15 |
| 10.07 → 02.09 | Long | 86.7% | +3.50% | 0.89 | 15 |
| 11.07 → 02.09 | Long | 86.7% | +3.43% | 0.97 | 15 |
| 09.07 → 02.09 | Long | 86.7% | +3.30% | 0.84 | 15 |
| 07.07 → 01.09 | Long | 86.7% | +3.23% | 0.80 | 15 |