United States
Over 2017 to 2025 (9 years of data), GLWUSUSD has tended to move long between 11.10 and 09.12, closing higher in 88.9% of those years for an average +5.18% move and an annualized Sharpe of 3.09.
Best window
11.10 - 09.12
Direction
Long
Win rate
88.9%
Avg return
+5.18%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 88.9% | +5.18% | 3.09 | 9 |
| 11.10 → 08.11 | Long | 88.9% | +5.11% | 4.13 | 9 |
| 11.10 → 02.12 | Long | 88.9% |
| +5.08% |
| 3.02 |
| 9 |
| 11.10 → 07.11 | Long | 88.9% | +4.58% | 3.89 | 9 |
| 11.10 → 28.11 | Long | 88.9% | +4.23% | 2.64 | 9 |
| 09.10 → 08.11 | Long | 88.9% | +4.20% | 2.94 | 9 |
| 11.10 → 09.11 | Long | 88.9% | +4.15% | 3.53 | 9 |
| 10.10 → 09.12 | Long | 88.9% | +4.04% | 2.40 | 9 |