Over 2022 to 2025 (4 years of data), RGAUSUSD has tended to move short between 10.07 and 03.08, closing higher in 100.0% of those years for an average +3.32% move and an annualized Sharpe of 3.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 03.08 | Short | 100.0% | +3.32% | 3.34 | 4 |
| 11.07 → 03.08 | Short | 100.0% | +3.01% | 3.63 | 4 |
| 11.07 → 24.07 | Long | 100.0% | +2.13% | 5.27 | 4 |
| 07.07 → 19.07 | Long | 100.0% | +2.11% | 7.10 | 4 |
| 09.07 → 24.07 | Long | 100.0% | +2.08% | 3.83 | 4 |
| 12.07 → 26.07 | Long | 100.0% | +2.04% | 6.46 | 4 |
| 13.07 → 24.07 | Long | 100.0% | +2.02% | 8.21 | 4 |
| 12.07 → 24.07 | Long | 100.0% | +1.95% | 11.04 | 4 |