Over 2017 to 2025 (9 years of data), GDXUSUSD has tended to move long between 08.07 and 04.08, closing higher in 77.8% of those years for an average +4.31% move and an annualized Sharpe of 2.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 04.08 | Long | 77.8% | +4.31% | 2.18 | 9 |
| 08.07 → 28.07 | Long | 77.8% | +4.03% | 2.94 | 9 |
| 08.07 → 31.07 | Long | 77.8% | +3.78% | 2.61 | 9 |
| 07.07 → 28.07 | Long | 77.8% | +3.65% | 2.16 | 9 |
| 08.07 → 29.07 | Long | 77.8% | +3.61% | 2.62 | 9 |
| 08.07 → 27.07 | Long | 77.8% | +3.37% | 2.46 | 9 |
| 09.07 → 28.07 | Long | 77.8% | +3.36% | 3.02 | 9 |
| 08.07 → 03.08 | Long | 77.8% | +3.27% | 2.18 | 9 |