United States
Over 2017 to 2025 (9 years of data), GILDUSUSD has tended to move long between 07.10 and 11.10, closing higher in 88.9% of those years for an average +1.43% move and an annualized Sharpe of 5.23.
Best window
07.10 - 11.10
Direction
Long
Win rate
88.9%
Avg return
+1.43%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 11.10 | Long | 88.9% | +1.43% | 5.23 | 9 |
| 08.10 → 11.10 | Long | 88.9% | +0.98% | 4.56 | 9 |
| 07.10 → 14.10 | Long | 77.8% |
| +1.61% |
| 3.48 |
| 9 |
| 07.10 → 15.10 | Long | 77.8% | +1.58% | 3.12 | 9 |
| 07.10 → 13.10 | Long | 77.8% | +1.56% | 4.23 | 9 |
| 06.10 → 14.10 | Long | 77.8% | +1.44% | 2.73 | 9 |
| 06.10 → 13.10 | Long | 77.8% | +1.38% | 3.33 | 9 |
| 07.10 → 12.10 | Long | 77.8% | +1.32% | 4.66 | 9 |