Over 2022 to 2025 (4 years of data), RGAUSUSD has tended to move long between 16.08 and 14.10, closing higher in 100.0% of those years for an average +6.34% move and an annualized Sharpe of 5.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 14.10 | Long | 100.0% | +6.34% | 5.79 | 4 |
| 15.08 → 14.10 | Long | 100.0% | +6.32% | 7.11 | 4 |
| 18.08 → 14.10 | Long | 100.0% | +6.17% | 5.97 | 4 |
| 17.08 → 14.10 | Long | 100.0% | +5.91% | 6.81 | 4 |
| 16.08 → 15.10 | Long | 100.0% | +5.68% | 4.20 | 4 |
| 18.08 → 15.10 | Long | 100.0% | +5.51% | 4.30 | 4 |
| 13.08 → 04.10 | Long | 100.0% | +5.43% | 5.69 | 4 |
| 16.08 → 13.10 | Long | 100.0% | +5.28% | 8.57 | 4 |