United States
Over 2022 to 2025 (4 years of data), GDUSUSD has tended to move long between 06.10 and 10.11, closing higher in 100.0% of those years for an average +8.38% move and an annualized Sharpe of 5.26.
Best window
06.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+8.38%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 10.11 | Long | 100.0% | +8.38% | 5.26 | 4 |
| 05.10 → 10.11 | Long | 100.0% | +8.21% | 5.23 | 4 |
| 06.10 → 11.11 | Long | 100.0% |
| +7.83% |
| 5.44 |
| 4 |
| 06.10 → 08.11 | Long | 100.0% | +7.78% | 5.02 | 4 |
| 05.10 → 11.11 | Long | 100.0% | +7.66% | 5.59 | 4 |
| 05.10 → 08.11 | Long | 100.0% | +7.62% | 4.98 | 4 |
| 06.10 → 09.11 | Long | 100.0% | +7.57% | 5.68 | 4 |
| 06.10 → 12.11 | Long | 100.0% | +7.48% | 4.81 | 4 |