Over 2020 to 2025 (6 years of data), SGLDUSUSD has tended to move long between 08.07 and 04.08, closing higher in 100.0% of those years for an average +3.07% move and an annualized Sharpe of 3.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 04.08 | Long | 100.0% | +3.07% | 3.04 | 6 |
| 07.07 → 04.08 | Long | 100.0% | +3.04% | 2.74 | 6 |
| 08.07 → 01.08 | Long | 100.0% | +2.95% | 3.52 | 6 |
| 11.07 → 28.08 | Long | 100.0% | +2.94% | 2.32 | 6 |
| 07.07 → 01.08 | Long | 100.0% | +2.93% | 3.13 | 6 |
| 08.07 → 03.08 | Long | 100.0% | +2.93% | 3.43 | 6 |
| 07.07 → 03.08 | Long | 100.0% | +2.91% | 3.05 | 6 |
| 08.07 → 31.07 | Long | 100.0% | +2.82% | 3.47 | 6 |