Over 2018 to 2025 (8 years of data), AAUSUSD has tended to move short between 08.07 and 13.07, closing higher in 75.0% of those years for an average +2.80% move and an annualized Sharpe of 5.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 13.07 | Short | 75.0% | +2.80% | 5.61 | 8 |
| 09.07 → 18.08 | Short | 75.0% | +2.62% | 0.45 | 8 |
| 07.07 → 29.07 | Long | 75.0% | +2.35% | 0.76 | 8 |
| 07.07 → 28.07 | Long | 75.0% | +2.18% | 0.79 | 8 |
| 07.07 → 27.07 | Long | 75.0% | +1.79% | 0.67 | 8 |
| 09.07 → 27.07 | Long | 75.0% | +1.50% | 0.60 | 8 |
| 10.07 → 18.08 | Short | 75.0% | +1.24% | 0.19 | 8 |
| 07.07 → 25.07 | Long | 75.0% | +0.72% | 0.29 | 8 |