United States
Over 2022 to 2025 (4 years of data), RGAUSUSD has tended to move long between 11.10 and 01.12, closing higher in 100.0% of those years for an average +7.81% move and an annualized Sharpe of 4.36.
Best window
11.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+7.81%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 100.0% | +7.81% | 4.36 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +7.68% | 4.26 | 4 |
| 12.10 → 01.12 | Long | 100.0% |
| +7.60% |
| 4.42 |
| 4 |
| 11.10 → 30.11 | Long | 100.0% | +7.57% | 4.42 | 4 |
| 12.10 → 02.12 | Long | 100.0% | +7.47% | 4.34 | 4 |
| 12.10 → 30.11 | Long | 100.0% | +7.36% | 4.51 | 4 |
| 11.10 → 29.11 | Long | 100.0% | +6.72% | 4.88 | 4 |
| 12.10 → 29.11 | Long | 100.0% | +6.51% | 5.04 | 4 |