Over 2011 to 2025 (15 years of data), WPPGBGBX has tended to move short between 13.07 and 03.08, closing higher in 80.0% of those years for an average +1.56% move and an annualized Sharpe of 0.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 03.08 | Short | 80.0% | +1.56% | 0.96 | 15 |
| 09.07 → 16.07 | Short | 80.0% | +0.74% | 1.38 | 15 |
| 08.07 → 16.07 | Short | 73.3% | +1.72% | 1.58 | 15 |
| 08.07 → 15.07 | Short | 73.3% | +1.46% | 1.43 | 15 |
| 12.07 → 03.08 | Short | 73.3% | +1.42% | 0.88 | 15 |
| 11.07 → 21.07 | Long | 73.3% | +1.41% | 2.00 | 15 |
| 12.07 → 02.08 | Short | 73.3% | +1.27% | 1.00 | 15 |
| 13.07 → 01.08 | Short | 73.3% | +1.13% | 0.92 | 15 |