Over 2018 to 2025 (8 years of data), GISUSUSD has tended to move long between 22.07 and 25.07, closing higher in 100.0% of those years for an average +1.80% move and an annualized Sharpe of 16.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 25.07 | Long | 100.0% | +1.80% | 16.43 | 8 |
| 22.07 → 19.08 | Long | 87.5% | +3.35% | 1.99 | 8 |
| 22.07 → 17.08 | Long | 87.5% | +3.33% | 2.30 | 8 |
| 22.07 → 18.08 | Long | 87.5% | +3.21% | 2.11 | 8 |
| 22.07 → 16.08 | Long | 87.5% | +3.04% | 2.46 | 8 |
| 22.07 → 20.08 | Long | 87.5% | +3.02% | 1.76 | 8 |
| 22.07 → 15.08 | Long | 87.5% | +2.71% | 2.51 | 8 |
| 22.07 → 22.08 | Long | 87.5% | +2.62% | 1.54 | 8 |