Over 2022 to 2025 (4 years of data), UAUSUSD has tended to move long between 07.07 and 27.07, closing higher in 100.0% of those years for an average +5.18% move and an annualized Sharpe of 10.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 27.07 | Long | 100.0% | +5.18% | 10.33 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +4.80% | 10.40 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +4.61% | 8.70 | 4 |
| 07.07 → 21.07 | Long | 100.0% | +4.29% | 8.39 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +4.27% | 6.94 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +3.83% | 5.82 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +3.64% | 6.40 | 4 |
| 10.07 → 27.07 | Long | 100.0% | +3.45% | 7.75 | 4 |