Over 2017 to 2025 (9 years of data), GILDUSUSD has tended to move long between 11.07 and 15.07, closing higher in 100.0% of those years for an average +1.15% move and an annualized Sharpe of 10.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 15.07 | Long | 100.0% | +1.15% | 10.44 | 9 |
| 12.07 → 15.07 | Long | 100.0% | +1.04% | 17.47 | 9 |
| 11.07 → 16.07 | Long | 88.9% | +1.29% | 7.06 | 9 |
| 12.07 → 16.07 | Long | 88.9% | +1.18% | 10.53 | 9 |
| 11.07 → 14.07 | Long | 88.9% | +1.05% | 10.37 | 9 |
| 10.07 → 14.07 | Long | 88.9% | +0.82% | 3.36 | 9 |
| 12.07 → 10.09 | Long | 77.8% | +4.19% | 0.98 | 9 |
| 13.07 → 11.09 | Long | 77.8% | +4.12% | 1.05 | 9 |