Over 2020 to 2025 (6 years of data), IGLNUSUSD has tended to move long between 22.07 and 30.08, closing higher in 83.3% of those years for an average +2.07% move and an annualized Sharpe of 2.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 30.08 | Long | 83.3% | +2.07% | 2.66 | 6 |
| 22.07 → 29.08 | Long | 83.3% | +2.05% | 2.49 | 6 |
| 22.07 → 31.08 | Long | 83.3% | +1.95% | 2.40 | 6 |
| 26.07 → 30.08 | Long | 83.3% | +1.81% | 2.39 | 6 |
| 26.07 → 29.08 | Long | 83.3% | +1.79% | 2.31 | 6 |
| 27.07 → 30.08 | Long | 83.3% | +1.77% | 2.65 | 6 |
| 23.07 → 30.08 | Long | 83.3% | +1.75% | 2.31 | 6 |
| 27.07 → 29.08 | Long | 83.3% | +1.75% | 2.57 | 6 |