Over 2022 to 2025 (4 years of data), GDUSUSD has tended to move long between 13.07 and 17.08, closing higher in 100.0% of those years for an average +7.10% move and an annualized Sharpe of 4.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 17.08 | Long | 100.0% | +7.10% | 4.24 | 4 |
| 13.07 → 19.08 | Long | 100.0% | +7.07% | 4.63 | 4 |
| 13.07 → 18.08 | Long | 100.0% | +7.04% | 4.67 | 4 |
| 13.07 → 28.08 | Long | 100.0% | +6.99% | 6.83 | 4 |
| 13.07 → 20.08 | Long | 100.0% | +6.98% | 4.47 | 4 |
| 13.07 → 29.08 | Long | 100.0% | +6.91% | 8.78 | 4 |
| 13.07 → 30.08 | Long | 100.0% | +6.74% | 10.68 | 4 |
| 07.07 → 17.08 | Long | 100.0% | +6.70% | 9.16 | 4 |