Over 2022 to 2025 (4 years of data), GNRCUSUSD has tended to move long between 07.07 and 30.07, closing higher in 100.0% of those years for an average +18.45% move and an annualized Sharpe of 9.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 30.07 | Long | 100.0% | +18.45% | 9.40 | 4 |
| 07.07 → 31.07 | Long | 100.0% | +17.92% | 9.08 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +17.35% | 9.17 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +17.24% | 10.30 | 4 |
| 10.07 → 30.07 | Long | 100.0% | +16.84% | 9.88 | 4 |
| 08.07 → 31.07 | Long | 100.0% | +16.82% | 8.76 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +16.71% | 9.86 | 4 |
| 10.07 → 31.07 | Long | 100.0% | +16.32% | 9.53 | 4 |