Over 2022 to 2025 (4 years of data), GLPIUSUSD has tended to move long between 09.07 and 06.09, closing higher in 100.0% of those years for an average +6.11% move and an annualized Sharpe of 3.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 06.09 | Long | 100.0% | +6.11% | 3.10 | 4 |
| 09.07 → 07.09 | Long | 100.0% | +6.11% | 3.02 | 4 |
| 08.07 → 06.09 | Long | 100.0% | +5.90% | 2.54 | 4 |
| 10.07 → 06.09 | Long | 100.0% | +5.76% | 2.37 | 4 |
| 09.07 → 05.09 | Long | 100.0% | +5.54% | 2.73 | 4 |
| 07.07 → 05.09 | Long | 100.0% | +5.47% | 2.28 | 4 |
| 08.07 → 05.09 | Long | 100.0% | +5.34% | 2.24 | 4 |
| 09.07 → 04.09 | Long | 100.0% | +5.31% | 2.31 | 4 |