United States
Over 2018 to 2025 (8 years of data), AAUSUSD has tended to move short between 15.09 and 23.09, closing higher in 100.0% of those years for an average +7.33% move and an annualized Sharpe of 6.97.
Best window
15.09 - 23.09
Direction
Short
Win rate
100.0%
Avg return
+7.33%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 23.09 | Short | 100.0% | +7.33% | 6.97 | 8 |
| 16.09 → 23.09 | Short | 100.0% | +7.04% | 8.65 | 8 |
| 15.09 → 22.09 | Short | 100.0% |
| +5.26% |
| 7.12 |
| 8 |
| 16.09 → 22.09 | Short | 100.0% | +4.92% | 8.77 | 8 |
| 15.09 → 24.09 | Short | 87.5% | +7.18% | 5.17 | 8 |
| 16.09 → 24.09 | Short | 87.5% | +6.90% | 5.99 | 8 |
| 15.09 → 30.09 | Short | 87.5% | +5.76% | 2.72 | 8 |
| 17.09 → 23.09 | Short | 87.5% | +5.58% | 7.85 | 8 |