Over 2017 to 2025 (9 years of data), GLDUSUSD has tended to move long between 22.08 and 29.08, closing higher in 100.0% of those years for an average +1.40% move and an annualized Sharpe of 10.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 29.08 | Long | 100.0% | +1.40% | 10.09 | 9 |
| 21.08 → 29.08 | Long | 100.0% | +1.39% | 10.16 | 9 |
| 22.08 → 28.08 | Long | 100.0% | +1.13% | 10.05 | 9 |
| 21.08 → 28.08 | Long | 100.0% | +1.12% | 9.89 | 9 |
| 22.08 → 31.08 | Long | 88.9% | +1.21% | 5.39 | 9 |
| 22.08 → 30.08 | Long | 88.9% | +1.17% | 6.45 | 9 |
| 22.08 → 01.09 | Long | 88.9% | +1.15% | 4.20 | 9 |
| 23.08 → 29.08 | Long | 88.9% | +1.15% | 12.95 | 9 |