Over 2023 to 2025 (3 years of data), XAUCHF has tended to move long between 09.07 and 02.09, closing higher in 100.0% of those years for an average +3.16% move and an annualized Sharpe of 1.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 02.09 | Long | 100.0% | +3.16% | 1.69 | 3 |
| 10.07 → 02.09 | Long | 100.0% | +3.02% | 1.82 | 3 |
| 09.07 → 01.09 | Long | 100.0% | +2.95% | 1.75 | 3 |
| 10.07 → 01.09 | Long | 100.0% | +2.81% | 1.90 | 3 |
| 10.07 → 05.09 | Long | 100.0% | +2.78% | 1.59 | 3 |
| 09.07 → 31.08 | Long | 100.0% | +2.16% | 1.80 | 3 |
| 10.07 → 31.08 | Long | 100.0% | +2.02% | 2.01 | 3 |
| 09.07 → 30.08 | Long | 100.0% | +1.80% | 1.76 | 3 |