Over 2022 to 2025 (4 years of data), GGGUSUSD has tended to move long between 12.07 and 16.07, closing higher in 100.0% of those years for an average +2.28% move and an annualized Sharpe of 11.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Long | 100.0% | +2.28% | 11.02 | 4 |
| 13.07 → 16.07 | Long | 100.0% | +2.23% | 17.31 | 4 |
| 09.07 → 25.07 | Long | 75.0% | +2.93% | 3.09 | 4 |
| 09.07 → 22.07 | Long | 75.0% | +2.81% | 5.61 | 4 |
| 09.07 → 18.07 | Long | 75.0% | +2.65% | 5.20 | 4 |
| 09.07 → 21.07 | Long | 75.0% | +2.63% | 6.04 | 4 |
| 08.07 → 25.07 | Long | 75.0% | +2.56% | 2.94 | 4 |
| 12.07 → 25.07 | Long | 75.0% | +2.53% | 3.01 | 4 |