ETFs
Over 2020 to 2025 (6 years of data), SGLDUSUSD has tended to move long between 08.10 and 01.12, closing higher in 83.3% of those years for an average +3.62% move and an annualized Sharpe of 1.84.
Best window
08.10 - 01.12
Direction
Long
Win rate
83.3%
Avg return
+3.62%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 01.12 | Long | 83.3% | +3.62% | 1.84 | 6 |
| 08.10 → 07.12 | Long | 83.3% | +3.59% | 2.42 | 6 |
| 06.10 → 04.12 | Long | 83.3% |
| +3.46% |
| 1.68 |
| 6 |
| 09.10 → 01.12 | Long | 83.3% | +3.42% | 1.76 | 6 |
| 09.10 → 07.12 | Long | 83.3% | +3.40% | 2.30 | 6 |
| 06.10 → 03.12 | Long | 83.3% | +3.35% | 1.62 | 6 |
| 10.10 → 01.12 | Long | 83.3% | +3.34% | 1.67 | 6 |
| 10.10 → 07.12 | Long | 83.3% | +3.31% | 2.17 | 6 |