Over 2017 to 2025 (9 years of data), GLDUSUSD has tended to move long between 08.07 and 04.08, closing higher in 88.9% of those years for an average +2.62% move and an annualized Sharpe of 2.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 04.08 | Long | 88.9% | +2.62% | 2.47 | 9 |
| 08.07 → 31.07 | Long | 88.9% | +2.40% | 2.95 | 9 |
| 08.07 → 03.08 | Long | 88.9% | +2.37% | 2.74 | 9 |
| 09.07 → 31.07 | Long | 88.9% | +2.36% | 3.09 | 9 |
| 09.07 → 03.08 | Long | 88.9% | +2.33% | 2.87 | 9 |
| 10.07 → 31.07 | Long | 88.9% | +2.21% | 2.96 | 9 |
| 10.07 → 03.08 | Long | 88.9% | +2.17% | 2.71 | 9 |
| 08.07 → 02.08 | Long | 88.9% | +2.16% | 2.50 | 9 |