

Over 1999 to 2025 (27 years of data), XAGUSD has tended to move long between 08.07 and 12.07, closing higher in 77.8% of those years for an average +2.00% move and an annualized Sharpe of 7.60.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.4079 |
| 3 | 100.4813 |
| 4 | 100.6993 |
| 5 | 100.8042 |
| 6 | 100.7077 |
| 7 | 101.2008 |
| 8 | 100.0787 |
| 9 | 99.7332 |
| 10 | 99.8588 |
| 11 | 99.8218 |
| 12 | 100.6053 |
| 13 | 100.5946 |
| 14 | 100.4434 |
| 15 | 100.6305 |
| 16 | 100.3871 |
| 17 | 99.8941 |
| 18 | 100.0254 |
| 19 | 100.5553 |
| 20 | 101.2048 |
| 21 | 100.963 |
| 22 | 100.7094 |
| 23 | 100.5551 |
| 24 | 101.0419 |
| 25 | 101.3837 |
| 26 | 101.3819 |
| 27 | 100.7912 |
| 28 | 100.8461 |
| 29 | 101.3277 |
| 30 | 101.7151 |
| 31 | 102.6713 |
| 32 | 102.8473 |
| 33 | 101.2011 |
| 34 | 100.9127 |
| 35 | 101.0326 |
| 36 | 101.2613 |
| 37 | 101.3845 |
| 38 | 101.1933 |
| 39 | 101.867 |
| 40 | 101.5741 |
| 41 | 101.778 |
| 42 | 102.0216 |
| 43 | 102.3466 |
| 44 | 102.1704 |
| 45 | 102.5567 |
| 46 | 102.3798 |
| 47 | 102.2783 |
| 48 | 102.7379 |
| 49 | 102.9596 |
| 50 | 103.1055 |
| 51 | 103.325 |
| 52 | 103.0543 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 12.07 | Long | 77.8% | +2.00% | 7.60 | 27 |
| 08.07 → 13.07 | Long | 77.8% | +1.82% | 5.75 | 27 |
| 08.07 → 11.07 | Long | 77.8% | +1.66% | 8.66 | 27 |
| 07.07 → 11.07 | Long | 77.8% | +1.59% | 6.33 | 27 |
| 08.07 → 01.08 | Long | 74.1% | +3.27% | 1.69 | 27 |
| 09.07 → 01.08 | Long | 74.1% | +2.62% | 1.45 | 27 |
| 07.07 → 13.07 | Long | 74.1% |
| 53 |
|---|
| 103.1917 |
| 54 | 103.4423 |
|---|
| 55 | 103.0351 |
|---|
| 56 | 102.3441 |
|---|
| 57 | 101.6037 |
|---|
| 58 | 101.0349 |
|---|
| 59 | 100.4321 |
|---|
| 60 | 100.7556 |
|---|
| 61 | 100.5998 |
|---|
| 62 | 100.8941 |
|---|
| 63 | 101.2875 |
|---|
| 64 | 101.9414 |
|---|
| 65 | 102.1688 |
|---|
| 66 | 101.4036 |
|---|
| 67 | 101.7255 |
|---|
| 68 | 101.4928 |
|---|
| 69 | 101.4152 |
|---|
| 70 | 101.9119 |
|---|
| 71 | 101.9456 |
|---|
| 72 | 101.6967 |
|---|
| 73 | 101.0028 |
|---|
| 74 | 101.1228 |
|---|
| 75 | 101.0927 |
|---|
| 76 | 100.703 |
|---|
| 77 | 100.514 |
|---|
| 78 | 100 |
|---|
| 79 | 99.748 |
|---|
| 80 | 100.4871 |
|---|
| 81 | 100.0534 |
|---|
| 82 | 99.9435 |
|---|
| 83 | 100.9021 |
|---|
| 84 | 101.8236 |
|---|
| 85 | 101.6236 |
|---|
| 86 | 101.6106 |
|---|
| 87 | 101.2529 |
|---|
| 88 | 101.3303 |
|---|
| 89 | 101.3688 |
|---|
| 90 | 101.3075 |
|---|
| 91 | 101.4847 |
|---|
| 92 | 101.2299 |
|---|
| 93 | 101.4174 |
|---|
| 94 | 101.3128 |
|---|
| 95 | 101.0055 |
|---|
| 96 | 101.1972 |
|---|
| 97 | 102.2908 |
|---|
| 98 | 102.0715 |
|---|
| 99 | 102.8462 |
|---|
| 100 | 103.3678 |
|---|
| 101 | 103.9618 |
|---|
| 102 | 104.589 |
|---|
| 103 | 104.989 |
|---|
| 104 | 104.9884 |
|---|
| 105 | 105.5226 |
|---|
| 106 | 105.8696 |
|---|
| 107 | 105.4087 |
|---|
| 108 | 105.5231 |
|---|
| 109 | 105.117 |
|---|
| 110 | 105.5345 |
|---|
| 111 | 105.6914 |
|---|
| 112 | 104.9402 |
|---|
| 113 | 104.4636 |
|---|
| 114 | 104.7725 |
|---|
| 115 | 104.0455 |
|---|
| 116 | 104.0244 |
|---|
| 117 | 103.8215 |
|---|
| 118 | 103.8621 |
|---|
| 119 | 103.6494 |
|---|
| 120 | 103.5379 |
|---|
| 121 | 102.5094 |
|---|
| 122 | 102.6936 |
|---|
| 123 | 102.9573 |
|---|
| 124 | 103.0075 |
|---|
| 125 | 102.644 |
|---|
| 126 | 103.1055 |
|---|
| 127 | 103.4069 |
|---|
| 128 | 103.3592 |
|---|
| 129 | 103.2949 |
|---|
| 130 | 103.0354 |
|---|
| 131 | 102.9415 |
|---|
| 132 | 102.4948 |
|---|
| 133 | 102.5779 |
|---|
| 134 | 102.5576 |
|---|
| 135 | 103.06 |
|---|
| 136 | 103.9514 |
|---|
| 137 | 104.1831 |
|---|
| 138 | 104.6479 |
|---|
| 139 | 104.8868 |
|---|
| 140 | 105.0387 |
|---|
| 141 | 105.3685 |
|---|
| 142 | 105.1449 |
|---|
| 143 | 104.8641 |
|---|
| 144 | 104.7325 |
|---|
| 145 | 104.3951 |
|---|
| 146 | 104.7061 |
|---|
| 147 | 104.9439 |
|---|
| 148 | 105.0446 |
|---|
| 149 | 105.2941 |
|---|
| 150 | 105.5228 |
|---|
| 151 | 105.1474 |
|---|
| 152 | 105.0836 |
|---|
| 153 | 106.2724 |
|---|
| 154 | 105.6968 |
|---|
| 155 | 105.9671 |
|---|
| 156 | 105.9755 |
|---|
| 157 | 106.4126 |
|---|
| 158 | 106.9888 |
|---|
| 159 | 106.3259 |
|---|
| 160 | 106.9297 |
|---|
| 161 | 106.8777 |
|---|
| 162 | 107.3363 |
|---|
| 163 | 106.7523 |
|---|
| 164 | 106.3121 |
|---|
| 165 | 106.3377 |
|---|
| 166 | 106.2453 |
|---|
| 167 | 106.2084 |
|---|
| 168 | 105.7859 |
|---|
| 169 | 105.7881 |
|---|
| 170 | 105.4044 |
|---|
| 171 | 105.3427 |
|---|
| 172 | 105.4374 |
|---|
| 173 | 104.7476 |
|---|
| 174 | 104.7754 |
|---|
| 175 | 105.0834 |
|---|
| 176 | 105.0379 |
|---|
| 177 | 105.0299 |
|---|
| 178 | 104.9013 |
|---|
| 179 | 104.7234 |
|---|
| 180 | 104.4872 |
|---|
| 181 | 104.7112 |
|---|
| 182 | 104.9446 |
|---|
| 183 | 105.7763 |
|---|
| 184 | 105.7167 |
|---|
| 185 | 106.3965 |
|---|
| 186 | 105.9401 |
|---|
| 187 | 105.6293 |
|---|
| 188 | 105.7366 |
|---|
| 189 | 105.3986 |
|---|
| 190 | 105.9464 |
|---|
| 191 | 106.2817 |
|---|
| 192 | 106.5177 |
|---|
| 193 | 107.1268 |
|---|
| 194 | 107.1045 |
|---|
| 195 | 107.328 |
|---|
| 196 | 107.4741 |
|---|
| 197 | 107.3657 |
|---|
| 198 | 107.6581 |
|---|
| 199 | 107.9127 |
|---|
| 200 | 107.1422 |
|---|
| 201 | 106.8012 |
|---|
| 202 | 107.2605 |
|---|
| 203 | 109.0047 |
|---|
| 204 | 108.7886 |
|---|
| 205 | 108.7033 |
|---|
| 206 | 108.4231 |
|---|
| 207 | 108.1854 |
|---|
| 208 | 108.2194 |
|---|
| 209 | 110.4902 |
|---|
| 210 | 110.4015 |
|---|
| 211 | 110.1103 |
|---|
| 212 | 109.7693 |
|---|
| 213 | 110.381 |
|---|
| 214 | 109.373 |
|---|
| 215 | 109.8141 |
|---|
| 216 | 109.4446 |
|---|
| 217 | 110.3193 |
|---|
| 218 | 109.2572 |
|---|
| 219 | 110.5175 |
|---|
| 220 | 109.9881 |
|---|
| 221 | 110.4585 |
|---|
| 222 | 110.4115 |
|---|
| 223 | 110.7327 |
|---|
| 224 | 109.1753 |
|---|
| 225 | 109.6639 |
|---|
| 226 | 110.2812 |
|---|
| 227 | 108.9051 |
|---|
| 228 | 109.4786 |
|---|
| 229 | 109.5228 |
|---|
| 230 | 109.7357 |
|---|
| 231 | 109.1981 |
|---|
| 232 | 108.8109 |
|---|
| 233 | 109.4931 |
|---|
| 234 | 109.2249 |
|---|
| 235 | 109.8563 |
|---|
| 236 | 110.2434 |
|---|
| 237 | 110.3044 |
|---|
| 238 | 110.0666 |
|---|
| 239 | 111.0106 |
|---|
| 240 | 111.1295 |
|---|
| 241 | 111.3584 |
|---|
| 242 | 111.2191 |
|---|
| 243 | 110.7515 |
|---|
| 244 | 111.2153 |
|---|
| 245 | 111.4418 |
|---|
| 246 | 112.4057 |
|---|
| 247 | 111.3713 |
|---|
| 248 | 111.2116 |
|---|
| 249 | 110.7774 |
|---|
| 250 | 110.8027 |
|---|
| 251 | 110.6355 |
|---|
| 252 | 110.3887 |
|---|
| 253 | 110.2864 |
|---|
| 254 | 110.4551 |
|---|
| 255 | 111.343 |
|---|
| 256 | 110.9373 |
|---|
| 257 | 111.1451 |
|---|
| 258 | 111.3407 |
|---|
| 259 | 111.3556 |
|---|
| 260 | 110.869 |
|---|
| 261 | 110.5578 |
|---|
| 262 | 110.7169 |
|---|
| 263 | 111.0021 |
|---|
| 264 | 111.3836 |
|---|
| 265 | 111.4423 |
|---|
| 266 | 111.0247 |
|---|
| 267 | 109.4682 |
|---|
| 268 | 110.5186 |
|---|
| 269 | 109.858 |
|---|
| 270 | 109.3491 |
|---|
| 271 | 109.7297 |
|---|
| 272 | 109.4686 |
|---|
| 273 | 109.7138 |
|---|
| 274 | 109.5245 |
|---|
| 275 | 109.4674 |
|---|
| 276 | 110.9282 |
|---|
| 277 | 110.7171 |
|---|
| 278 | 110.1152 |
|---|
| 279 | 110.7969 |
|---|
| 280 | 109.5359 |
|---|
| 281 | 110.1184 |
|---|
| 282 | 109.9696 |
|---|
| 283 | 110.2204 |
|---|
| 284 | 110.473 |
|---|
| 285 | 110.6293 |
|---|
| 286 | 111.6845 |
|---|
| 287 | 111.036 |
|---|
| 288 | 111.03 |
|---|
| 289 | 111.2743 |
|---|
| 290 | 111.0269 |
|---|
| 291 | 110.8982 |
|---|
| 292 | 112.1192 |
|---|
| 293 | 112.8899 |
|---|
| 294 | 112.4046 |
|---|
| 295 | 112.3636 |
|---|
| 296 | 112.869 |
|---|
| 297 | 112.3684 |
|---|
| 298 | 112.5274 |
|---|
| 299 | 112.3937 |
|---|
| 300 | 112.04 |
|---|
| 301 | 111.7798 |
|---|
| 302 | 111.3431 |
|---|
| 303 | 111.9642 |
|---|
| 304 | 111.4156 |
|---|
| 305 | 112.2131 |
|---|
| 306 | 111.6635 |
|---|
| 307 | 112.241 |
|---|
| 308 | 112.867 |
|---|
| 309 | 112.7024 |
|---|
| 310 | 113.2894 |
|---|
| 311 | 112.2809 |
|---|
| 312 | 112.7551 |
|---|
| 313 | 112.3502 |
|---|
| 314 | 112.2929 |
|---|
| 315 | 112.9645 |
|---|
| 316 | 112.3211 |
|---|
| 317 | 112.3083 |
|---|
| 318 | 112.6227 |
|---|
| 319 | 112.2583 |
|---|
| 320 | 112.495 |
|---|
| 321 | 112.2641 |
|---|
| 322 | 112.1331 |
|---|
| 323 | 112.3393 |
|---|
| 324 | 111.7945 |
|---|
| 325 | 111.6984 |
|---|
| 326 | 111.5628 |
|---|
| 327 | 111.6837 |
|---|
| 328 | 111.539 |
|---|
| 329 | 111.4174 |
|---|
| 330 | 111.4258 |
|---|
| 331 | 111.4153 |
|---|
| 332 | 111.7656 |
|---|
| 333 | 111.6475 |
|---|
| 334 | 112.3388 |
|---|
| 335 | 112.3441 |
|---|
| 336 | 113.3327 |
|---|
| 337 | 114.0474 |
|---|
| 338 | 113.2952 |
|---|
| 339 | 113.0129 |
|---|
| 340 | 112.3261 |
|---|
| 341 | 112.3532 |
|---|
| 342 | 112.6452 |
|---|
| 343 | 113.0903 |
|---|
| 344 | 113.2693 |
|---|
| 345 | 113.4577 |
|---|
| 346 | 113.3505 |
|---|
| 347 | 114.5025 |
|---|
| 348 | 113.6938 |
|---|
| 349 | 113.5719 |
|---|
| 350 | 113.6431 |
|---|
| 351 | 114.4541 |
|---|
| 352 | 114.644 |
|---|
| 353 | 114.4705 |
|---|
| 354 | 115.0805 |
|---|
| 355 | 115.4055 |
|---|
| 356 | 115.7923 |
|---|
| 357 | 116.1645 |
|---|
| 358 | 116.4354 |
|---|
| 359 | 116.6731 |
|---|
| 360 | 118.1517 |
|---|
| 361 | 118.6212 |
|---|
| 362 | 118.917 |
|---|
| 363 | 117.7888 |
|---|
| 364 | 118.5453 |
|---|
| 365 | 117.8717 |
|---|
| 366 | 117.4149 |
|---|
| +1.74% |
| 4.80 |
| 27 |
| 08.07 → 02.08 | Long | 70.4% | +3.54% | 1.70 | 27 |