Over 2022 to 2025 (4 years of data), UAUSUSD has tended to move short between 22.07 and 10.09, closing higher in 100.0% of those years for an average +9.72% move and an annualized Sharpe of 2.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 10.09 | Short | 100.0% | +9.72% | 2.51 | 4 |
| 22.07 → 11.09 | Short | 100.0% | +9.64% | 2.54 | 4 |
| 28.07 → 23.09 | Short | 75.0% | +12.93% | 2.05 | 4 |
| 26.07 → 23.09 | Short | 75.0% | +12.51% | 1.99 | 4 |
| 27.07 → 23.09 | Short | 75.0% | +12.31% | 1.93 | 4 |
| 25.07 → 23.09 | Short | 75.0% | +11.91% | 1.68 | 4 |
| 28.07 → 24.09 | Short | 75.0% | +11.72% | 1.74 | 4 |
| 28.07 → 22.09 | Short | 75.0% | +11.59% | 1.87 | 4 |