United States
Over 2022 to 2025 (4 years of data), GPNUSUSD has tended to move long between 11.10 and 18.10, closing higher in 100.0% of those years for an average +3.47% move and an annualized Sharpe of 12.96.
Best window
11.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+3.47%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 18.10 | Long | 100.0% | +3.47% | 12.96 | 4 |
| 12.10 → 18.10 | Long | 100.0% | +3.37% | 10.92 | 4 |
| 11.10 → 15.10 | Long | 100.0% |
| +3.18% |
| 19.01 |
| 4 |
| 12.10 → 15.10 | Long | 100.0% | +3.07% | 17.66 | 4 |
| 11.10 → 17.10 | Long | 100.0% | +2.82% | 20.55 | 4 |
| 12.10 → 17.10 | Long | 100.0% | +2.71% | 13.38 | 4 |
| 11.10 → 14.10 | Long | 100.0% | +2.57% | 17.55 | 4 |
| 11.10 → 16.10 | Long | 100.0% | +2.11% | 11.90 | 4 |