Over 2022 to 2025 (4 years of data), RGLDUSUSD has tended to move short between 11.07 and 02.08, closing higher in 100.0% of those years for an average +3.25% move and an annualized Sharpe of 6.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 02.08 | Short | 100.0% | +3.25% | 6.70 | 4 |
| 13.07 → 02.08 | Short | 100.0% | +3.03% | 6.01 | 4 |
| 07.07 → 05.08 | Short | 100.0% | +3.01% | 7.65 | 4 |
| 07.07 → 06.08 | Short | 100.0% | +2.49% | 6.81 | 4 |
| 11.07 → 03.08 | Short | 100.0% | +2.34% | 5.78 | 4 |
| 07.07 → 02.08 | Short | 75.0% | +3.71% | 3.19 | 4 |
| 07.07 → 18.08 | Short | 75.0% | +3.56% | 1.88 | 4 |
| 12.07 → 02.08 | Short | 75.0% | +3.27% | 4.64 | 4 |