United States
Over 2022 to 2025 (4 years of data), GGGUSUSD has tended to move long between 11.10 and 25.11, closing higher in 100.0% of those years for an average +9.48% move and an annualized Sharpe of 5.60.
Best window
11.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+9.48%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.11 | Long | 100.0% | +9.48% | 5.60 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +9.33% | 4.67 | 4 |
| 11.10 → 04.12 | Long | 100.0% |
| +9.10% |
| 5.81 |
| 4 |
| 11.10 → 03.12 | Long | 100.0% | +9.08% | 5.57 | 4 |
| 11.10 → 24.11 | Long | 100.0% | +8.97% | 4.41 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +8.90% | 4.68 | 4 |
| 11.10 → 23.11 | Long | 100.0% | +8.80% | 4.37 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +8.77% | 5.50 | 4 |