Over 2017 to 2025 (9 years of data), GSUSUSD has tended to move long between 12.09 and 08.11, closing higher in 100.0% of those years for an average +5.89% move and an annualized Sharpe of 2.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.09 → 08.11 | Long | 100.0% | +5.89% | 2.02 | 9 |
| 11.09 → 08.11 | Long | 88.9% | +6.50% | 2.04 | 9 |
| 11.09 → 07.11 | Long | 88.9% | +6.00% | 2.00 | 9 |
| 13.09 → 08.11 | Long | 88.9% | +5.41% | 1.88 | 9 |
| 12.09 → 07.11 | Long | 88.9% | +5.40% | 1.98 | 9 |
| 13.09 → 07.11 | Long | 88.9% | +4.92% | 1.82 | 9 |
| 09.09 → 08.11 | Long | 77.8% | +6.46% | 2.44 | 9 |
| 08.09 → 07.11 | Long | 77.8% | +6.30% | 2.42 | 9 |