United States
Over 2022 to 2025 (4 years of data), GUSUSD has tended to move short between 06.10 and 20.10, closing higher in 100.0% of those years for an average +1.92% move and an annualized Sharpe of 10.78.
Best window
06.10 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+1.92%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 20.10 | Short | 100.0% | +1.92% | 10.78 | 4 |
| 06.10 → 19.10 | Short | 100.0% | +1.75% | 8.63 | 4 |
| 05.10 → 20.10 | Short | 100.0% |
| +1.62% |
| 6.79 |
| 4 |
| 05.10 → 19.10 | Short | 100.0% | +1.45% | 5.78 | 4 |
| 11.10 → 17.10 | Long | 100.0% | +0.99% | 7.60 | 4 |
| 11.10 → 01.12 | Long | 75.0% | +8.41% | 2.36 | 4 |
| 11.10 → 04.12 | Long | 75.0% | +8.39% | 2.19 | 4 |
| 11.10 → 08.11 | Long | 75.0% | +8.22% | 3.14 | 4 |