Over 2017 to 2025 (9 years of data), GILDUSUSD has tended to move long between 28.08 and 12.09, closing higher in 88.9% of those years for an average +4.25% move and an annualized Sharpe of 4.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 12.09 | Long | 88.9% | +4.25% | 4.35 | 9 |
| 27.08 → 12.09 | Long | 88.9% | +4.23% | 4.27 | 9 |
| 28.08 → 11.09 | Long | 88.9% | +4.22% | 4.24 | 9 |
| 27.08 → 11.09 | Long | 88.9% | +4.19% | 4.23 | 9 |
| 26.08 → 12.09 | Long | 88.9% | +3.85% | 3.97 | 9 |
| 27.08 → 13.09 | Long | 88.9% | +3.45% | 3.88 | 9 |
| 28.08 → 01.09 | Long | 88.9% | +2.60% | 6.70 | 9 |
| 27.08 → 01.09 | Long | 88.9% | +2.59% | 5.84 | 9 |