Over 2017 to 2025 (9 years of data), GMUSUSD has tended to move long between 20.08 and 29.08, closing higher in 100.0% of those years for an average +2.67% move and an annualized Sharpe of 6.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 29.08 | Long | 100.0% | +2.67% | 6.96 | 8 |
| 20.08 → 30.08 | Long | 100.0% | +2.38% | 5.37 | 8 |
| 20.08 → 17.09 | Long | 87.5% | +4.02% | 3.41 | 8 |
| 21.08 → 17.09 | Long | 87.5% | +3.98% | 3.21 | 8 |
| 20.08 → 18.09 | Long | 87.5% | +3.74% | 3.25 | 8 |
| 21.08 → 18.09 | Long | 87.5% | +3.69% | 3.23 | 8 |
| 20.08 → 15.09 | Long | 87.5% | +3.47% | 3.40 | 8 |
| 21.08 → 15.09 | Long | 87.5% | +3.44% | 3.04 | 8 |