United States
Over 2017 to 2025 (9 years of data), GILDUSUSD has tended to move long between 17.09 and 20.09, closing higher in 88.9% of those years for an average +0.76% move and an annualized Sharpe of 11.58.
Best window
17.09 - 20.09
Direction
Long
Win rate
88.9%
Avg return
+0.76%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 20.09 | Long | 88.9% | +0.76% | 11.58 | 9 |
| 21.09 → 25.09 | Short | 77.8% | +1.57% | 9.76 | 9 |
| 16.09 → 25.09 | Short | 77.8% |
| +1.54% |
| 4.02 |
| 9 |
| 15.09 → 06.10 | Short | 77.8% | +1.51% | 1.93 | 9 |
| 20.09 → 25.09 | Short | 77.8% | +1.34% | 6.51 | 9 |
| 21.09 → 01.10 | Short | 77.8% | +1.28% | 3.17 | 9 |
| 19.09 → 25.09 | Short | 77.8% | +1.23% | 5.08 | 9 |
| 21.09 → 30.09 | Short | 77.8% | +1.23% | 3.17 | 9 |