United States
Over 2017 to 2025 (9 years of data), GSUSUSD has tended to move long between 05.10 and 08.11, closing higher in 100.0% of those years for an average +8.05% move and an annualized Sharpe of 3.91.
Best window
05.10 - 08.11
Direction
Long
Win rate
100.0%
Avg return
+8.05%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 08.11 | Long | 100.0% | +8.05% | 3.91 | 9 |
| 05.10 → 05.11 | Long | 100.0% | +5.55% | 3.45 | 9 |
| 05.10 → 02.12 | Long | 88.9% |
| +8.90% |
| 1.93 |
| 9 |
| 11.10 → 09.12 | Long | 88.9% | +8.70% | 2.01 | 9 |
| 05.10 → 04.12 | Long | 88.9% | +8.56% | 1.78 | 9 |
| 06.10 → 02.12 | Long | 88.9% | +8.52% | 1.90 | 9 |
| 05.10 → 29.11 | Long | 88.9% | +8.34% | 1.86 | 9 |
| 05.10 → 03.12 | Long | 88.9% | +8.34% | 1.87 | 9 |