Over 2022 to 2025 (4 years of data), GLPIUSUSD has tended to move long between 12.07 and 10.09, closing higher in 100.0% of those years for an average +5.94% move and an annualized Sharpe of 3.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 10.09 | Long | 100.0% | +5.94% | 3.22 | 3 |
| 12.07 → 09.09 | Long | 100.0% | +5.59% | 3.17 | 3 |
| 14.07 → 11.09 | Long | 100.0% | +4.64% | 3.44 | 4 |
| 14.07 → 10.09 | Long | 100.0% | +4.58% | 3.20 | 4 |
| 14.07 → 12.09 | Long | 100.0% | +4.54% | 3.30 | 4 |
| 14.07 → 09.09 | Long | 100.0% | +4.31% | 3.24 | 4 |
| 13.07 → 11.09 | Long | 100.0% | +4.25% | 3.01 | 4 |
| 13.07 → 10.09 | Long | 100.0% | +4.18% | 2.82 | 4 |