Over 1986 to 2025 (40 years of data), XAGGBP has tended to move short between 19.07 and 24.07, closing higher in 72.4% of those years for an average +0.94% move and an annualized Sharpe of 3.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.07 → 24.07 | Short | 72.4% | +0.94% | 3.01 | 29 |
| 23.07 → 13.09 | Long | 69.0% | +1.14% | 0.38 | 29 |
| 23.07 → 12.09 | Long | 69.0% | +1.13% | 0.39 | 29 |
| 23.07 → 14.09 | Long | 69.0% | +1.13% | 0.37 | 29 |
| 23.07 → 21.09 | Long | 69.0% | +0.93% | 0.27 | 29 |
| 18.07 → 24.07 | Short | 69.0% | +0.83% | 2.39 | 29 |
| 21.07 → 24.07 | Short | 69.0% | +0.68% | 3.67 | 29 |
| 23.07 → 16.09 | Long | 65.5% | +1.27% | 0.41 | 29 |