Forex metals
Over 1985 to 2025 (41 years of data), XAGEUR has tended to move long between 12.10 and 15.10, closing higher in 80.7% of those years for an average +0.80% move and an annualized Sharpe of 2.49.
Best window
12.10 - 15.10
Direction
Long
Win rate
80.7%
Avg return
+0.80%
Sample
31 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 15.10 | Long | 80.7% | +0.80% | 2.49 | 31 |
| 10.10 → 13.11 | Long | 78.1% | +3.42% | 0.97 | 32 |
| 10.10 → 09.11 | Long | 78.1% |
| +2.91% |
| 0.97 |
| 32 |
| 10.10 → 10.11 | Long | 78.1% | +2.87% | 0.90 | 32 |
| 11.10 → 09.11 | Long | 78.1% | +2.11% | 0.76 | 32 |
| 11.10 → 18.10 | Long | 78.1% | +1.31% | 1.62 | 32 |
| 12.10 → 16.10 | Long | 77.4% | +0.88% | 2.21 | 31 |
| 07.10 → 05.12 | Long | 75.0% | +4.99% | 0.77 | 32 |