Over 2017 to 2025 (9 years of data), GDXJUSUSD has tended to move long between 08.07 and 12.07, closing higher in 88.9% of those years for an average +2.72% move and an annualized Sharpe of 6.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 12.07 | Long | 88.9% | +2.72% | 6.93 | 9 |
| 08.07 → 28.07 | Long | 77.8% | +5.19% | 3.17 | 9 |
| 08.07 → 31.07 | Long | 77.8% | +4.81% | 2.85 | 9 |
| 08.07 → 23.08 | Long | 77.8% | +4.22% | 1.14 | 9 |
| 07.07 → 23.08 | Long | 77.8% | +3.99% | 1.05 | 9 |
| 08.07 → 20.07 | Long | 77.8% | +3.92% | 3.80 | 9 |
| 08.07 → 30.07 | Long | 77.8% | +3.87% | 2.74 | 9 |
| 08.07 → 22.08 | Long | 77.8% | +3.48% | 0.89 | 9 |