Over 2022 to 2025 (4 years of data), GUSUSD has tended to move short between 22.08 and 20.10, closing higher in 100.0% of those years for an average +4.50% move and an annualized Sharpe of 2.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 20.10 | Short | 100.0% | +4.50% | 2.83 | 4 |
| 22.08 → 19.10 | Short | 100.0% | +4.33% | 2.67 | 4 |
| 22.08 → 21.10 | Short | 100.0% | +4.11% | 3.16 | 4 |
| 16.08 → 19.08 | Long | 100.0% | +1.82% | 30.67 | 4 |
| 20.08 → 12.10 | Short | 75.0% | +5.12% | 2.31 | 4 |
| 21.08 → 12.10 | Short | 75.0% | +4.80% | 2.45 | 4 |
| 19.08 → 12.10 | Short | 75.0% | +4.61% | 2.10 | 4 |
| 20.08 → 19.10 | Short | 75.0% | +4.60% | 2.56 | 4 |