Over 2023 to 2025 (3 years of data), XAUEUR has tended to move long between 10.07 and 08.09, closing higher in 100.0% of those years for an average +4.93% move and an annualized Sharpe of 3.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 08.09 | Long | 100.0% | +4.93% | 3.25 | 3 |
| 09.07 → 07.09 | Long | 100.0% | +4.90% | 3.21 | 3 |
| 10.07 → 07.09 | Long | 100.0% | +4.75% | 3.46 | 3 |
| 11.07 → 09.09 | Long | 100.0% | +4.75% | 3.52 | 3 |
| 09.07 → 02.09 | Long | 100.0% | +4.70% | 4.23 | 3 |
| 09.07 → 06.09 | Long | 100.0% | +4.68% | 3.56 | 3 |
| 09.07 → 05.09 | Long | 100.0% | +4.67% | 3.64 | 3 |
| 09.07 → 04.09 | Long | 100.0% | +4.63% | 3.76 | 3 |