Over 2022 to 2025 (4 years of data), GLUSUSD has tended to move long between 16.08 and 15.10, closing higher in 100.0% of those years for an average +7.50% move and an annualized Sharpe of 3.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 15.10 | Long | 100.0% | +7.50% | 3.16 | 4 |
| 18.08 → 15.10 | Long | 100.0% | +7.09% | 3.69 | 4 |
| 16.08 → 14.10 | Long | 100.0% | +6.84% | 3.71 | 4 |
| 17.08 → 15.10 | Long | 100.0% | +6.65% | 3.18 | 4 |
| 18.08 → 14.10 | Long | 100.0% | +6.45% | 4.55 | 4 |
| 12.08 → 19.09 | Long | 100.0% | +6.41% | 3.22 | 4 |
| 13.08 → 19.09 | Long | 100.0% | +6.31% | 2.94 | 4 |
| 12.08 → 21.09 | Long | 100.0% | +6.29% | 2.89 | 4 |