Over 2018 to 2025 (8 years of data), GPSUSUSD has tended to move long between 11.07 and 03.09, closing higher in 75.0% of those years for an average +7.55% move and an annualized Sharpe of 0.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 03.09 | Long | 75.0% | +7.55% | 0.95 | 8 |
| 11.07 → 30.07 | Long | 75.0% | +3.37% | 1.39 | 8 |
| 13.07 → 03.09 | Long | 62.5% | +7.64% | 0.93 | 8 |
| 13.07 → 28.08 | Long | 62.5% | +7.46% | 1.02 | 8 |
| 11.07 → 28.08 | Long | 62.5% | +7.43% | 1.04 | 8 |
| 13.07 → 04.09 | Long | 62.5% | +7.39% | 0.93 | 8 |
| 11.07 → 04.09 | Long | 62.5% | +7.31% | 0.95 | 8 |
| 12.07 → 03.09 | Long | 62.5% | +7.01% | 0.85 | 8 |