Over 2022 to 2025 (4 years of data), GNRCUSUSD has tended to move long between 25.07 and 31.07, closing higher in 100.0% of those years for an average +11.94% move and an annualized Sharpe of 10.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 31.07 | Long | 100.0% | +11.94% | 10.50 | 4 |
| 26.07 → 31.07 | Long | 100.0% | +11.21% | 11.05 | 4 |
| 25.07 → 30.07 | Long | 100.0% | +9.67% | 15.56 | 4 |
| 26.07 → 30.07 | Long | 100.0% | +8.98% | 14.88 | 4 |
| 25.07 → 28.07 | Long | 100.0% | +4.01% | 18.91 | 4 |
| 28.07 → 23.09 | Short | 75.0% | +14.71% | 2.54 | 4 |
| 28.07 → 25.09 | Short | 75.0% | +14.32% | 2.58 | 4 |
| 27.07 → 23.09 | Short | 75.0% | +14.11% | 2.48 | 4 |