United States ETFs
Over 2017 to 2025 (9 years of data), GLDUSUSD has tended to move long between 09.10 and 12.10, closing higher in 88.9% of those years for an average +0.84% move and an annualized Sharpe of 9.22.
Best window
09.10 - 12.10
Direction
Long
Win rate
88.9%
Avg return
+0.84%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 12.10 | Long | 88.9% | +0.84% | 9.22 | 9 |
| 06.10 → 04.12 | Long | 77.8% | +2.53% | 1.40 | 9 |
| 05.10 → 20.10 | Long | 77.8% |
| +2.48% |
| 2.47 |
| 9 |
| 05.10 → 04.12 | Long | 77.8% | +2.42% | 1.34 | 9 |
| 06.10 → 05.11 | Long | 77.8% | +2.35% | 2.84 | 9 |
| 07.10 → 19.10 | Long | 77.8% | +2.29% | 3.07 | 9 |
| 06.10 → 24.10 | Long | 77.8% | +2.28% | 3.08 | 9 |
| 06.10 → 22.11 | Long | 77.8% | +2.26% | 1.66 | 9 |