Over 2022 to 2025 (4 years of data), GLUSUSD has tended to move long between 26.08 and 14.10, closing higher in 100.0% of those years for an average +5.12% move and an annualized Sharpe of 4.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 14.10 | Long | 100.0% | +5.12% | 4.29 | 4 |
| 28.08 → 19.09 | Long | 100.0% | +3.95% | 7.02 | 4 |
| 23.08 → 19.09 | Long | 100.0% | +3.81% | 4.74 | 4 |
| 27.08 → 19.09 | Long | 100.0% | +3.73% | 7.12 | 4 |
| 28.08 → 20.09 | Long | 100.0% | +3.63% | 6.14 | 4 |
| 24.08 → 19.09 | Long | 100.0% | +3.58% | 6.47 | 4 |
| 26.08 → 19.09 | Long | 100.0% | +3.51% | 6.07 | 4 |
| 23.08 → 20.09 | Long | 100.0% | +3.48% | 4.79 | 4 |