Over 2020 to 2025 (6 years of data), SGLDUSUSD has tended to move long between 25.07 and 30.08, closing higher in 100.0% of those years for an average +1.76% move and an annualized Sharpe of 2.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 30.08 | Long | 100.0% | +1.76% | 2.73 | 6 |
| 27.07 → 10.09 | Long | 83.3% | +2.33% | 1.70 | 6 |
| 22.07 → 30.08 | Long | 83.3% | +2.04% | 2.61 | 6 |
| 22.07 → 29.08 | Long | 83.3% | +2.01% | 2.43 | 6 |
| 22.07 → 31.08 | Long | 83.3% | +1.94% | 2.38 | 6 |
| 26.07 → 30.08 | Long | 83.3% | +1.80% | 2.35 | 6 |
| 26.07 → 29.08 | Long | 83.3% | +1.77% | 2.25 | 6 |
| 23.07 → 30.08 | Long | 83.3% | +1.75% | 2.29 | 6 |