Forex metals
Over 1986 to 2025 (40 years of data), XAGGBP has tended to move long between 11.10 and 09.12, closing higher in 71.0% of those years for an average +1.94% move and an annualized Sharpe of 0.47.
Best window
11.10 - 09.12
Direction
Long
Win rate
71.0%
Avg return
+1.94%
Sample
31 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 71.0% | +1.94% | 0.47 | 31 |
| 11.10 → 08.12 | Long | 71.0% | +1.77% | 0.44 | 31 |
| 12.10 → 08.11 | Long | 71.0% |
| +1.33% |
| 0.58 |
| 31 |
| 12.10 → 14.11 | Long | 71.0% | +0.83% | 0.34 | 31 |
| 10.10 → 09.12 | Long | 67.7% | +1.99% | 0.45 | 31 |
| 11.10 → 10.12 | Long | 67.7% | +1.95% | 0.47 | 31 |
| 11.10 → 06.12 | Long | 67.7% | +1.88% | 0.47 | 31 |
| 11.10 → 07.12 | Long | 67.7% | +1.86% | 0.46 | 31 |