United States
Over 2018 to 2025 (8 years of data), GPSUSUSD has tended to move long between 11.10 and 14.11, closing higher in 100.0% of those years for an average +14.88% move and an annualized Sharpe of 4.42.
Best window
11.10 - 14.11
Direction
Long
Win rate
100.0%
Avg return
+14.88%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 14.11 | Long | 100.0% | +14.88% | 4.42 | 8 |
| 07.10 → 11.11 | Long | 100.0% | +14.19% | 4.21 | 8 |
| 06.10 → 11.11 | Long | 100.0% |
| +14.14% |
| 4.06 |
| 8 |
| 07.10 → 10.11 | Long | 100.0% | +13.89% | 4.15 | 8 |
| 07.10 → 12.11 | Long | 100.0% | +13.83% | 4.01 | 8 |
| 06.10 → 10.11 | Long | 100.0% | +13.82% | 4.10 | 8 |
| 06.10 → 12.11 | Long | 100.0% | +13.80% | 3.82 | 8 |
| 08.10 → 11.11 | Long | 100.0% | +13.66% | 4.57 | 8 |