Over 2017 to 2025 (9 years of data), GDXUSUSD has tended to move long between 17.07 and 25.07, closing higher in 77.8% of those years for an average +1.24% move and an annualized Sharpe of 1.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 25.07 | Long | 77.8% | +1.24% | 1.46 | 9 |
| 13.07 → 16.07 | Short | 77.8% | +0.21% | 1.60 | 9 |
| 11.07 → 29.07 | Long | 66.7% | +2.47% | 2.34 | 9 |
| 17.07 → 29.07 | Long | 66.7% | +2.30% | 2.59 | 9 |
| 16.07 → 29.07 | Long | 66.7% | +2.21% | 2.44 | 9 |
| 12.07 → 29.07 | Long | 66.7% | +2.16% | 2.32 | 9 |
| 15.07 → 29.07 | Long | 66.7% | +2.05% | 2.24 | 9 |
| 13.07 → 29.07 | Long | 66.7% | +2.02% | 2.16 | 9 |