Over 2022 to 2025 (4 years of data), GLUSUSD has tended to move long between 13.07 and 11.09, closing higher in 100.0% of those years for an average +12.27% move and an annualized Sharpe of 4.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 100.0% | +12.27% | 4.10 | 4 |
| 13.07 → 10.09 | Long | 100.0% | +12.10% | 3.75 | 4 |
| 09.07 → 23.08 | Long | 100.0% | +11.98% | 3.06 | 4 |
| 13.07 → 29.08 | Long | 100.0% | +11.91% | 3.85 | 4 |
| 09.07 → 20.08 | Long | 100.0% | +11.79% | 4.06 | 4 |
| 09.07 → 19.08 | Long | 100.0% | +11.76% | 4.00 | 4 |
| 13.07 → 08.09 | Long | 100.0% | +11.76% | 3.90 | 4 |
| 13.07 → 09.09 | Long | 100.0% | +11.76% | 3.84 | 4 |