United States
Over 2017 to 2025 (9 years of data), GSUSUSD has tended to move long between 12.10 and 10.12, closing higher in 88.9% of those years for an average +8.88% move and an annualized Sharpe of 1.93.
Best window
12.10 - 10.12
Direction
Long
Win rate
88.9%
Avg return
+8.88%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 10.12 | Long | 88.9% | +8.88% | 1.93 | 9 |
| 12.10 → 09.12 | Long | 88.9% | +8.81% | 2.00 | 9 |
| 11.10 → 09.12 | Long | 88.9% |
| +8.70% |
| 2.01 |
| 9 |
| 12.10 → 02.12 | Long | 88.9% | +8.70% | 2.15 | 9 |
| 06.10 → 02.12 | Long | 88.9% | +8.52% | 1.90 | 9 |
| 12.10 → 08.12 | Long | 88.9% | +8.40% | 1.97 | 9 |
| 10.10 → 09.12 | Long | 88.9% | +8.34% | 1.78 | 9 |
| 12.10 → 06.12 | Long | 88.9% | +8.34% | 2.02 | 9 |