United States
Over 2022 to 2025 (4 years of data), GLUSUSD has tended to move long between 07.10 and 25.11, closing higher in 100.0% of those years for an average +6.95% move and an annualized Sharpe of 5.03.
Best window
07.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+6.95%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 25.11 | Long | 100.0% | +6.95% | 5.03 | 4 |
| 07.10 → 27.11 | Long | 100.0% | +6.85% | 5.18 | 4 |
| 07.10 → 26.11 | Long | 100.0% |
| +6.72% |
| 5.14 |
| 4 |
| 07.10 → 28.11 | Long | 100.0% | +6.57% | 4.86 | 4 |
| 07.10 → 15.10 | Long | 100.0% | +4.50% | 24.00 | 4 |
| 06.10 → 15.10 | Long | 100.0% | +4.34% | 12.35 | 4 |
| 07.10 → 18.10 | Long | 100.0% | +4.32% | 11.22 | 4 |
| 07.10 → 22.10 | Long | 100.0% | +4.31% | 5.97 | 4 |