United States
Over 2018 to 2025 (8 years of data), PSAUSUSD has tended to move long between 05.10 and 16.10, closing higher in 87.5% of those years for an average +2.97% move and an annualized Sharpe of 4.95.
Best window
05.10 - 16.10
Direction
Long
Win rate
87.5%
Avg return
+2.97%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 16.10 | Long | 87.5% | +2.97% | 4.95 | 8 |
| 07.10 → 16.10 | Long | 87.5% | +2.86% | 6.85 | 8 |
| 05.10 → 18.10 | Long | 87.5% |
| +2.72% |
| 4.51 |
| 8 |
| 05.10 → 17.10 | Long | 87.5% | +2.58% | 4.05 | 8 |
| 05.10 → 15.10 | Long | 87.5% | +2.52% | 4.73 | 8 |
| 08.10 → 16.10 | Long | 87.5% | +2.37% | 5.51 | 8 |
| 10.10 → 02.11 | Short | 87.5% | +2.14% | 1.22 | 8 |
| 06.10 → 09.10 | Long | 87.5% | +1.59% | 8.36 | 8 |