United States
Over 2022 to 2025 (4 years of data), RGLDUSUSD has tended to move long between 10.10 and 01.12, closing higher in 100.0% of those years for an average +12.54% move and an annualized Sharpe of 4.42.
Best window
10.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+12.54%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 01.12 | Long | 100.0% | +12.54% | 4.42 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +12.46% | 4.00 | 4 |
| 11.10 → 01.12 | Long | 100.0% |
| +12.24% |
| 3.78 |
| 4 |
| 05.10 → 01.12 | Long | 100.0% | +12.22% | 3.38 | 4 |
| 10.10 → 02.12 | Long | 100.0% | +12.08% | 4.23 | 4 |
| 08.10 → 02.12 | Long | 100.0% | +12.00% | 3.83 | 4 |
| 10.10 → 30.11 | Long | 100.0% | +11.88% | 4.65 | 4 |
| 08.10 → 30.11 | Long | 100.0% | +11.81% | 4.17 | 4 |