Over 2022 to 2025 (4 years of data), GUSUSD has tended to move long between 10.07 and 31.08, closing higher in 100.0% of those years for an average +9.26% move and an annualized Sharpe of 2.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 31.08 | Long | 100.0% | +9.26% | 2.21 | 4 |
| 10.07 → 28.08 | Long | 100.0% | +8.72% | 2.11 | 4 |
| 10.07 → 29.08 | Long | 100.0% | +8.72% | 2.05 | 4 |
| 10.07 → 25.07 | Long | 100.0% | +5.38% | 6.84 | 4 |
| 11.07 → 25.07 | Long | 100.0% | +5.15% | 10.00 | 4 |
| 12.07 → 25.07 | Long | 100.0% | +5.10% | 12.13 | 4 |
| 10.07 → 24.07 | Long | 100.0% | +4.41% | 6.77 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +4.37% | 7.24 | 4 |