← ALL MARKETS
FX UK GBPUSD
GBP/USD Volatility Breakout
Bank of England surprises cause violent GBP moves. This algo enters after a surprise decision and holds for up to 5 days as the market absorbs and partially reverses the initial shock. Event-driven with clear catalysts....
Win Rate
55%
34 markets resolved
Backtest Return
18.2%
2-year backtest
Benchmark
9.8%
GBP/USD Buy-and-Hold
Alpha vs Benchmark
+8.4%
2-year period
CURRENT MARKET — WEEK OF
Loading current market...
·

Green = BEAT benchmark · Red = MISSED · Loading historical data...

Buy GBP/USD on Bank of England surprise rate decisions. Mean revert within 5 trading days.
Bank of England surprises cause violent GBP moves. This algo enters after a surprise decision and holds for up to 5 days as the market absorbs and partially reverses the initial shock. Event-driven with clear catalysts.
Asset GBPUSD
Benchmark GBP/USD Buy-and-Hold
Data Source Bank of England
Resolution Every Friday 16:00 UTC
Protocol AEPP/1.0 · draft-agentir-aepp-02
event-drivenGBPBoEvolatility