Over 2018 to 2025 (8 years of data), GISUSUSD has tended to move long between 09.07 and 18.08, closing higher in 75.0% of those years for an average +2.57% move and an annualized Sharpe of 1.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 18.08 | Long | 75.0% | +2.57% | 1.51 | 8 |
| 09.07 → 19.08 | Long | 75.0% | +2.56% | 1.38 | 8 |
| 09.07 → 16.08 | Long | 75.0% | +2.24% | 1.36 | 8 |
| 08.07 → 18.08 | Long | 75.0% | +2.14% | 1.30 | 8 |
| 08.07 → 19.08 | Long | 75.0% | +2.14% | 1.20 | 8 |
| 09.07 → 15.08 | Long | 75.0% | +2.08% | 1.43 | 8 |
| 10.07 → 18.08 | Long | 75.0% | +2.06% | 1.28 | 8 |
| 10.07 → 19.08 | Long | 75.0% | +2.06% | 1.16 | 8 |