Forex metals
Over 2023 to 2025 (3 years of data), XAUGBP has tended to move long between 15.09 and 19.10, closing higher in 100.0% of those years for an average +11.24% move and an annualized Sharpe of 4.35.
Best window
15.09 - 19.10
Direction
Long
Win rate
100.0%
Avg return
+11.24%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 19.10 | Long | 100.0% | +11.24% | 4.35 | 3 |
| 15.09 → 20.10 | Long | 100.0% | +11.21% | 4.26 | 3 |
| 19.09 → 19.10 | Long | 100.0% |
| +11.19% |
| 4.51 |
| 3 |
| 19.09 → 20.10 | Long | 100.0% | +11.16% | 4.41 | 3 |
| 18.09 → 19.10 | Long | 100.0% | +11.03% | 4.50 | 3 |
| 18.09 → 20.10 | Long | 100.0% | +11.00% | 4.40 | 3 |
| 17.09 → 19.10 | Long | 100.0% | +10.80% | 4.52 | 3 |
| 17.09 → 20.10 | Long | 100.0% | +10.78% | 4.42 | 3 |