Over 2022 to 2025 (4 years of data), GPNUSUSD has tended to move long between 10.07 and 15.08, closing higher in 100.0% of those years for an average +16.04% move and an annualized Sharpe of 7.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 15.08 | Long | 100.0% | +16.04% | 7.25 | 4 |
| 10.07 → 31.08 | Long | 100.0% | +16.03% | 9.66 | 4 |
| 10.07 → 16.08 | Long | 100.0% | +15.80% | 7.94 | 4 |
| 10.07 → 21.08 | Long | 100.0% | +15.74% | 13.10 | 4 |
| 10.07 → 17.08 | Long | 100.0% | +15.62% | 7.31 | 4 |
| 10.07 → 08.09 | Long | 100.0% | +15.59% | 6.36 | 4 |
| 10.07 → 07.09 | Long | 100.0% | +15.56% | 6.98 | 4 |
| 10.07 → 29.08 | Long | 100.0% | +15.43% | 11.09 | 4 |