Over 2017 to 2025 (9 years of data), GSUSUSD has tended to move long between 08.07 and 31.08, closing higher in 100.0% of those years for an average +6.18% move and an annualized Sharpe of 3.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 31.08 | Long | 100.0% | +6.18% | 3.48 | 9 |
| 08.07 → 30.07 | Long | 100.0% | +6.15% | 5.53 | 9 |
| 08.07 → 09.08 | Long | 100.0% | +6.12% | 4.04 | 9 |
| 08.07 → 01.09 | Long | 100.0% | +5.96% | 3.43 | 9 |
| 08.07 → 08.08 | Long | 100.0% | +5.89% | 5.53 | 9 |
| 08.07 → 07.08 | Long | 100.0% | +5.86% | 5.34 | 9 |
| 08.07 → 06.08 | Long | 100.0% | +5.84% | 4.64 | 9 |
| 09.07 → 10.08 | Long | 100.0% | +5.78% | 3.42 | 9 |