Over 2017 to 2025 (9 years of data), GLDUSUSD has tended to move long between 11.09 and 06.11, closing higher in 77.8% of those years for an average +1.71% move and an annualized Sharpe of 1.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.09 → 06.11 | Long | 77.8% | +1.71% | 1.11 | 9 |
| 13.09 → 29.09 | Short | 77.8% | +1.44% | 2.42 | 9 |
| 13.09 → 30.09 | Short | 77.8% | +1.39% | 2.03 | 9 |
| 13.09 → 28.09 | Short | 77.8% | +1.30% | 2.32 | 9 |
| 14.09 → 29.09 | Short | 77.8% | +1.30% | 2.33 | 9 |
| 10.09 → 29.09 | Short | 77.8% | +1.28% | 1.57 | 9 |
| 12.09 → 29.09 | Short | 77.8% | +1.27% | 1.83 | 9 |
| 14.09 → 30.09 | Short | 77.8% | +1.26% | 1.97 | 9 |