

Over 1986 to 2025 (40 years of data), XAGGBP has tended to move long between 08.07 and 11.07, closing higher in 56.4% of those years for an average +0.22% move and an annualized Sharpe of 1.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 11.07 | Long | 56.4% | +0.22% | 1.27 | 39 |
| 08.07 → 12.07 | Long | 53.8% | +0.30% | 1.25 | 39 |
| 07.07 → 17.07 | Long | 51.3% | +0.41% | 0.80 | 39 |
| 07.07 → 16.07 | Long | 51.3% | +0.40% | 0.82 | 39 |
| 08.07 → 18.07 | Long | 51.3% | +0.40% | 0.72 | 39 |
| 08.07 → 16.07 | Long | 51.3% | +0.37% | 0.77 | 39 |
| 09.07 → 16.07 | Long | 51.3% | +0.36% | 0.85 | 39 |
| 10.07 → 16.07 | Long | 51.3% | +0.36% | 1.01 | 39 |