Over 2017 to 2025 (9 years of data), BAUSUSD has tended to move long between 10.07 and 23.07, closing higher in 88.9% of those years for an average +3.08% move and an annualized Sharpe of 3.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 23.07 | Long | 88.9% | +3.08% | 3.01 | 9 |
| 08.07 → 11.07 | Long | 88.9% | +2.27% | 11.28 | 9 |
| 10.07 → 16.07 | Long | 88.9% | +2.00% | 3.50 | 9 |
| 07.07 → 27.07 | Long | 77.8% | +6.16% | 3.26 | 9 |
| 07.07 → 28.07 | Long | 77.8% | +5.57% | 2.84 | 9 |
| 10.07 → 26.07 | Long | 77.8% | +4.94% | 3.18 | 9 |
| 08.07 → 11.08 | Long | 77.8% | +4.80% | 1.64 | 9 |
| 10.07 → 28.08 | Long | 77.8% | +4.80% | 1.47 | 9 |