Over 2011 to 2025 (15 years of data), WPPGBGBX has tended to move short between 14.09 and 27.10, closing higher in 73.3% of those years for an average +2.68% move and an annualized Sharpe of 0.74.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 27.10 | Short | 73.3% | +2.68% | 0.74 | 15 |
| 11.09 → 27.10 | Short | 73.3% | +2.66% | 0.67 | 15 |
| 12.09 → 27.10 | Short | 73.3% | +2.64% | 0.69 | 15 |
| 10.09 → 27.10 | Short | 73.3% | +2.42% | 0.60 | 15 |
| 13.09 → 27.10 | Short | 73.3% | +2.41% | 0.63 | 15 |
| 14.09 → 28.09 | Short | 73.3% | +1.10% | 1.44 | 15 |
| 14.09 → 26.10 | Short | 66.7% | +2.57% | 0.74 | 15 |
| 11.09 → 26.10 | Short | 66.7% | +2.55% | 0.66 | 15 |