United States
Over 2018 to 2026 (9 years of data), AAUSUSD has tended to move long between 13.10 and 15.11, closing higher in 100.0% of those years for an average +12.78% move and an annualized Sharpe of 3.02.
Best window
13.10 - 15.11
Direction
Long
Win rate
100.0%
Avg return
+12.78%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 15.11 | Long | 100.0% | +12.78% | 3.02 | 8 |
| 13.10 → 17.10 | Long | 100.0% | +5.36% | 8.86 | 8 |
| 07.10 → 15.11 | Long | 87.5% |
| +12.29% |
| 2.17 |
| 8 |
| 08.10 → 15.11 | Long | 87.5% | +11.86% | 2.28 | 8 |
| 11.10 → 15.11 | Long | 87.5% | +11.76% | 2.63 | 8 |
| 13.10 → 16.11 | Long | 87.5% | +11.38% | 2.54 | 8 |
| 11.10 → 16.11 | Long | 87.5% | +10.39% | 2.19 | 8 |
| 13.10 → 08.11 | Long | 87.5% | +10.35% | 4.02 | 8 |