Over 2023 to 2025 (3 years of data), XAUGBP has tended to move long between 09.07 and 07.09, closing higher in 100.0% of those years for an average +5.23% move and an annualized Sharpe of 3.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 07.09 | Long | 100.0% | +5.23% | 3.21 | 3 |
| 10.07 → 08.09 | Long | 100.0% | +5.14% | 3.19 | 3 |
| 10.07 → 07.09 | Long | 100.0% | +5.07% | 3.27 | 3 |
| 11.07 → 09.09 | Long | 100.0% | +5.01% | 4.28 | 3 |
| 09.07 → 06.09 | Long | 100.0% | +4.97% | 3.52 | 3 |
| 09.07 → 05.09 | Long | 100.0% | +4.91% | 3.68 | 3 |
| 09.07 → 02.09 | Long | 100.0% | +4.83% | 3.89 | 3 |
| 10.07 → 06.09 | Long | 100.0% | +4.81% | 3.60 | 3 |