United States
Over 2017 to 2025 (9 years of data), GMUSUSD has tended to move long between 07.10 and 02.12, closing higher in 100.0% of those years for an average +16.62% move and an annualized Sharpe of 3.27.
Best window
07.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+16.62%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 02.12 | Long | 100.0% | +16.62% | 3.27 | 9 |
| 08.10 → 02.12 | Long | 100.0% | +16.39% | 3.50 | 9 |
| 09.10 → 02.12 | Long | 100.0% |
| +16.13% |
| 3.47 |
| 9 |
| 12.10 → 02.12 | Long | 100.0% | +16.12% | 3.39 | 9 |
| 06.10 → 02.12 | Long | 100.0% | +16.02% | 3.41 | 9 |
| 10.10 → 02.12 | Long | 100.0% | +15.92% | 3.38 | 9 |
| 07.10 → 01.12 | Long | 100.0% | +15.77% | 2.99 | 9 |
| 11.10 → 02.12 | Long | 100.0% | +15.74% | 3.16 | 9 |