United States
Over 2022 to 2025 (4 years of data), RGLDUSUSD has tended to move long between 15.09 and 18.10, closing higher in 100.0% of those years for an average +2.70% move and an annualized Sharpe of 3.32.
Best window
15.09 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+2.70%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 18.10 | Long | 100.0% | +2.70% | 3.32 | 4 |
| 17.09 → 20.09 | Long | 100.0% | +1.87% | 24.69 | 4 |
| 18.09 → 21.09 | Long | 100.0% |
| +1.35% |
| 18.38 |
| 4 |
| 17.09 → 21.09 | Long | 100.0% | +1.30% | 10.36 | 4 |
| 18.09 → 16.11 | Long | 75.0% | +4.61% | 1.70 | 4 |
| 17.09 → 16.11 | Long | 75.0% | +4.57% | 1.60 | 4 |
| 19.09 → 16.11 | Long | 75.0% | +4.31% | 1.58 | 4 |
| 20.09 → 19.11 | Long | 75.0% | +4.27% | 1.76 | 4 |