United Kingdom
Over 2011 to 2025 (15 years of data), WPPGBGBX has tended to move short between 07.10 and 15.10, closing higher in 86.7% of those years for an average +1.80% move and an annualized Sharpe of 3.30.
Best window
07.10 - 15.10
Direction
Short
Win rate
86.7%
Avg return
+1.80%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 15.10 | Short | 86.7% | +1.80% | 3.30 | 15 |
| 07.10 → 13.10 | Short | 80.0% | +2.42% | 5.26 | 15 |
| 07.10 → 14.10 | Short | 80.0% |
| +2.14% |
| 4.01 |
| 15 |
| 08.10 → 20.10 | Short | 80.0% | +2.07% | 2.69 | 15 |
| 08.10 → 13.10 | Short | 80.0% | +2.05% | 5.93 | 15 |
| 07.10 → 22.10 | Short | 80.0% | +1.76% | 2.02 | 15 |
| 09.10 → 15.10 | Short | 80.0% | +1.13% | 2.84 | 15 |
| 12.10 → 11.12 | Long | 73.3% | +3.83% | 0.81 | 15 |