Over 2022 to 2025 (4 years of data), GDUSUSD has tended to move long between 12.08 and 08.10, closing higher in 75.0% of those years for an average +3.52% move and an annualized Sharpe of 1.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 08.10 | Long | 75.0% | +3.52% | 1.89 | 4 |
| 15.08 → 13.10 | Long | 75.0% | +3.42% | 2.00 | 4 |
| 18.08 → 17.10 | Long | 75.0% | +3.40% | 1.50 | 4 |
| 17.08 → 13.10 | Long | 75.0% | +3.37% | 1.70 | 4 |
| 12.08 → 09.10 | Long | 75.0% | +3.35% | 1.98 | 4 |
| 14.08 → 13.10 | Long | 75.0% | +3.34% | 2.07 | 4 |
| 18.08 → 13.10 | Long | 75.0% | +3.34% | 1.44 | 4 |
| 13.08 → 08.10 | Long | 75.0% | +3.30% | 1.54 | 4 |