Over 2018 to 2025 (8 years of data), GPSUSUSD has tended to move short between 13.09 and 24.09, closing higher in 100.0% of those years for an average +4.88% move and an annualized Sharpe of 6.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.09 → 24.09 | Short | 100.0% | +4.88% | 6.06 | 8 |
| 13.09 → 22.09 | Short | 100.0% | +4.68% | 7.60 | 8 |
| 13.09 → 20.09 | Short | 100.0% | +4.66% | 7.91 | 8 |
| 13.09 → 21.09 | Short | 100.0% | +4.34% | 9.56 | 8 |
| 14.09 → 20.09 | Short | 100.0% | +3.83% | 8.24 | 8 |
| 14.09 → 08.11 | Long | 87.5% | +10.02% | 1.75 | 8 |
| 14.09 → 05.11 | Long | 87.5% | +9.43% | 2.16 | 8 |
| 12.09 → 24.09 | Short | 87.5% | +5.26% | 4.97 | 8 |