Forex metals
Over 2023 to 2025 (3 years of data), XAUGBP has tended to move long between 06.10 and 19.10, closing higher in 100.0% of those years for an average +8.19% move and an annualized Sharpe of 10.93.
Best window
06.10 - 19.10
Direction
Long
Win rate
100.0%
Avg return
+8.19%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 19.10 | Long | 100.0% | +8.19% | 10.93 | 3 |
| 06.10 → 20.10 | Long | 100.0% | +8.16% | 10.52 | 3 |
| 06.10 → 22.11 | Long | 100.0% |
| +7.51% |
| 21.06 |
| 3 |
| 06.10 → 18.10 | Long | 100.0% | +7.49% | 9.83 | 3 |
| 06.10 → 01.12 | Long | 100.0% | +7.44% | 5.41 | 3 |
| 07.10 → 19.10 | Long | 100.0% | +7.34% | 12.24 | 3 |
| 07.10 → 20.10 | Long | 100.0% | +7.31% | 11.73 | 3 |
| 06.10 → 30.10 | Long | 100.0% | +7.21% | 12.47 | 3 |