Over 2022 to 2025 (4 years of data), GDUSUSD has tended to move long between 27.08 and 25.10, closing higher in 100.0% of those years for an average +7.15% move and an annualized Sharpe of 8.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 25.10 | Long | 100.0% | +7.15% | 8.50 | 4 |
| 27.08 → 26.10 | Long | 100.0% | +6.89% | 8.77 | 4 |
| 26.08 → 25.10 | Long | 100.0% | +6.41% | 5.29 | 4 |
| 27.08 → 24.10 | Long | 100.0% | +5.59% | 6.80 | 4 |
| 27.08 → 18.10 | Long | 100.0% | +5.25% | 9.12 | 4 |
| 27.08 → 21.10 | Long | 100.0% | +5.24% | 23.20 | 4 |
| 25.08 → 24.10 | Long | 100.0% | +5.23% | 4.94 | 4 |
| 27.08 → 23.10 | Long | 100.0% | +5.17% | 17.26 | 4 |