Forex metals
Over 2023 to 2025 (3 years of data), XAUCHF has tended to move long between 06.10 and 20.10, closing higher in 100.0% of those years for an average +6.88% move and an annualized Sharpe of 9.62.
Best window
06.10 - 20.10
Direction
Long
Win rate
100.0%
Avg return
+6.88%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 20.10 | Long | 100.0% | +6.88% | 9.62 | 3 |
| 06.10 → 19.10 | Long | 100.0% | +6.81% | 9.83 | 3 |
| 06.10 → 01.12 | Long | 100.0% |
| +6.78% |
| 5.20 |
| 3 |
| 05.10 → 20.10 | Long | 100.0% | +6.70% | 8.92 | 3 |
| 06.10 → 22.11 | Long | 100.0% | +6.67% | 23.09 | 3 |
| 05.10 → 19.10 | Long | 100.0% | +6.63% | 9.06 | 3 |
| 05.10 → 01.12 | Long | 100.0% | +6.60% | 5.18 | 3 |
| 06.10 → 18.10 | Long | 100.0% | +6.58% | 9.58 | 3 |