Forex metals
Over 2023 to 2025 (3 years of data), XAUCHF has tended to move long between 19.09 and 20.10, closing higher in 100.0% of those years for an average +10.06% move and an annualized Sharpe of 3.87.
Best window
19.09 - 20.10
Direction
Long
Win rate
100.0%
Avg return
+10.06%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 20.10 | Long | 100.0% | +10.06% | 3.87 | 3 |
| 15.09 → 20.10 | Long | 100.0% | +10.04% | 4.00 | 3 |
| 18.09 → 20.10 | Long | 100.0% |
| +9.99% |
| 3.97 |
| 3 |
| 19.09 → 19.10 | Long | 100.0% | +9.99% | 3.87 | 3 |
| 15.09 → 19.10 | Long | 100.0% | +9.97% | 3.99 | 3 |
| 18.09 → 19.10 | Long | 100.0% | +9.92% | 3.96 | 3 |
| 17.09 → 20.10 | Long | 100.0% | +9.79% | 3.92 | 3 |
| 19.09 → 18.10 | Long | 100.0% | +9.77% | 3.74 | 3 |