Forex metals
Over 2023 to 2025 (3 years of data), XAUEUR has tended to move long between 06.10 and 20.10, closing higher in 100.0% of those years for an average +8.19% move and an annualized Sharpe of 10.62.
Best window
06.10 - 20.10
Direction
Long
Win rate
100.0%
Avg return
+8.19%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 20.10 | Long | 100.0% | +8.19% | 10.62 | 3 |
| 06.10 → 19.10 | Long | 100.0% | +8.16% | 10.98 | 3 |
| 05.10 → 20.10 | Long | 100.0% |
| +8.03% |
| 10.05 |
| 3 |
| 05.10 → 19.10 | Long | 100.0% | +8.00% | 10.35 | 3 |
| 06.10 → 01.12 | Long | 100.0% | +7.83% | 6.30 | 3 |
| 06.10 → 18.10 | Long | 100.0% | +7.68% | 10.08 | 3 |
| 05.10 → 01.12 | Long | 100.0% | +7.66% | 6.47 | 3 |
| 05.10 → 18.10 | Long | 100.0% | +7.52% | 9.41 | 3 |