Over 2017 to 2025 (9 years of data), GMUSUSD has tended to move long between 07.07 and 15.07, closing higher in 100.0% of those years for an average +2.70% move and an annualized Sharpe of 9.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.07 | Long | 100.0% | +2.70% | 9.78 | 8 |
| 07.07 → 14.07 | Long | 100.0% | +2.16% | 9.70 | 8 |
| 10.07 → 15.07 | Long | 87.5% | +3.14% | 4.74 | 8 |
| 07.07 → 19.07 | Long | 87.5% | +2.85% | 6.65 | 8 |
| 07.07 → 20.07 | Long | 87.5% | +2.76% | 4.77 | 8 |
| 07.07 → 16.07 | Long | 87.5% | +2.51% | 6.24 | 8 |
| 07.07 → 17.07 | Long | 87.5% | +2.28% | 6.01 | 8 |
| 08.07 → 15.07 | Long | 87.5% | +2.01% | 3.97 | 8 |