Over 2018 to 2025 (8 years of data), GISUSUSD has tended to move short between 25.08 and 24.10, closing higher in 87.5% of those years for an average +2.62% move and an annualized Sharpe of 1.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 24.10 | Short | 87.5% | +2.62% | 1.70 | 8 |
| 25.08 → 23.10 | Short | 87.5% | +2.51% | 1.66 | 8 |
| 22.08 → 21.10 | Short | 87.5% | +2.45% | 1.87 | 8 |
| 22.08 → 20.10 | Short | 87.5% | +2.39% | 1.80 | 8 |
| 23.08 → 21.10 | Short | 87.5% | +2.35% | 1.82 | 8 |
| 23.08 → 20.10 | Short | 87.5% | +2.29% | 1.76 | 8 |
| 26.08 → 24.10 | Short | 87.5% | +2.29% | 1.48 | 8 |
| 25.08 → 21.10 | Short | 87.5% | +2.19% | 1.39 | 8 |