

Over 1999 to 2025 (27 years of data), XAUUSD has tended to move long between 08.07 and 11.07, closing higher in 77.8% of those years for an average +0.93% move and an annualized Sharpe of 7.81.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.2043 |
| 3 | 99.7132 |
| 4 | 100.2184 |
| 5 | 100.2688 |
| 6 | 100.6045 |
| 7 | 100.6239 |
| 8 | 100.6865 |
| 9 | 100.8927 |
| 10 | 101.1443 |
| 11 | 101.5815 |
| 12 | 102.2687 |
| 13 | 102.2614 |
| 14 | 102.3527 |
| 15 | 102.5129 |
| 16 | 102.3375 |
| 17 | 101.9912 |
| 18 | 102.4015 |
| 19 | 102.9166 |
| 20 | 103.4435 |
| 21 | 103.6412 |
| 22 | 104.4479 |
| 23 | 104.6829 |
| 24 | 104.829 |
| 25 | 105.2953 |
| 26 | 104.7592 |
| 27 | 104.7731 |
| 28 | 106.2467 |
| 29 | 106.0505 |
| 30 | 104.073 |
| 31 | 104.2778 |
| 32 | 104.0761 |
| 33 | 103.6933 |
| 34 | 104.0085 |
| 35 | 104.5044 |
| 36 | 103.2529 |
| 37 | 104.4589 |
| 38 | 104.6752 |
| 39 | 105.0187 |
| 40 | 104.8847 |
| 41 | 105.2547 |
| 42 | 105.5645 |
| 43 | 104.9299 |
| 44 | 105.2582 |
| 45 | 105.0636 |
| 46 | 104.6664 |
| 47 | 104.7852 |
| 48 | 104.7967 |
| 49 | 105.5293 |
| 50 | 105.5759 |
| 51 | 106.3159 |
| 52 | 106.2672 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 11.07 | Long | 77.8% | +0.93% | 7.81 | 27 |
| 07.07 → 10.07 | Long | 77.8% | +0.71% | 5.65 | 27 |
| 08.07 → 12.07 | Long | 74.1% | +1.01% | 5.67 | 27 |
| 07.07 → 04.09 | Long | 70.4% | +3.25% | 1.15 | 27 |
| 07.07 → 12.08 | Long | 70.4% | +1.75% | 1.11 | 27 |
| 07.07 → 11.08 | Long | 70.4% | +1.69% | 1.13 | 27 |
| 08.07 → 28.07 | Long | 70.4% |
| 53 |
|---|
| 106.2531 |
| 54 | 106.7816 |
|---|
| 55 | 106.3183 |
|---|
| 56 | 105.9461 |
|---|
| 57 | 106.021 |
|---|
| 58 | 106.3747 |
|---|
| 59 | 106.3359 |
|---|
| 60 | 107.4041 |
|---|
| 61 | 107.6056 |
|---|
| 62 | 107.1276 |
|---|
| 63 | 107.8651 |
|---|
| 64 | 107.84 |
|---|
| 65 | 108.4142 |
|---|
| 66 | 108.3301 |
|---|
| 67 | 108.5691 |
|---|
| 68 | 108.6731 |
|---|
| 69 | 109.1636 |
|---|
| 70 | 109.0789 |
|---|
| 71 | 109.2327 |
|---|
| 72 | 109.216 |
|---|
| 73 | 109.0358 |
|---|
| 74 | 108.6285 |
|---|
| 75 | 108.7843 |
|---|
| 76 | 109.7455 |
|---|
| 77 | 108.9913 |
|---|
| 78 | 108.1741 |
|---|
| 79 | 107.345 |
|---|
| 80 | 107.4577 |
|---|
| 81 | 107.2316 |
|---|
| 82 | 107.4947 |
|---|
| 83 | 107.8957 |
|---|
| 84 | 107.7603 |
|---|
| 85 | 107.334 |
|---|
| 86 | 107.8632 |
|---|
| 87 | 107.9579 |
|---|
| 88 | 107.9761 |
|---|
| 89 | 108.6913 |
|---|
| 90 | 109.7034 |
|---|
| 91 | 110.066 |
|---|
| 92 | 109.7947 |
|---|
| 93 | 110.0544 |
|---|
| 94 | 110.1733 |
|---|
| 95 | 109.6359 |
|---|
| 96 | 109.8484 |
|---|
| 97 | 110.6279 |
|---|
| 98 | 110.0628 |
|---|
| 99 | 111.3286 |
|---|
| 100 | 111.9566 |
|---|
| 101 | 112.3352 |
|---|
| 102 | 112.6687 |
|---|
| 103 | 113.0417 |
|---|
| 104 | 112.8899 |
|---|
| 105 | 113.3051 |
|---|
| 106 | 113.9884 |
|---|
| 107 | 114.0703 |
|---|
| 108 | 113.952 |
|---|
| 109 | 113.2614 |
|---|
| 110 | 114.0341 |
|---|
| 111 | 113.8894 |
|---|
| 112 | 112.9071 |
|---|
| 113 | 112.1392 |
|---|
| 114 | 112.4564 |
|---|
| 115 | 111.8544 |
|---|
| 116 | 111.8488 |
|---|
| 117 | 111.56 |
|---|
| 118 | 111.4793 |
|---|
| 119 | 111.1668 |
|---|
| 120 | 111.1249 |
|---|
| 121 | 110.3767 |
|---|
| 122 | 110.6847 |
|---|
| 123 | 110.9519 |
|---|
| 124 | 110.7991 |
|---|
| 125 | 111.1467 |
|---|
| 126 | 112.1298 |
|---|
| 127 | 112.3021 |
|---|
| 128 | 111.8698 |
|---|
| 129 | 111.7047 |
|---|
| 130 | 111.6578 |
|---|
| 131 | 111.9838 |
|---|
| 132 | 110.9316 |
|---|
| 133 | 110.8265 |
|---|
| 134 | 109.9396 |
|---|
| 135 | 109.9932 |
|---|
| 136 | 109.9797 |
|---|
| 137 | 109.6205 |
|---|
| 138 | 110.1383 |
|---|
| 139 | 110.134 |
|---|
| 140 | 110.9743 |
|---|
| 141 | 111.2089 |
|---|
| 142 | 110.7819 |
|---|
| 143 | 110.9468 |
|---|
| 144 | 110.75 |
|---|
| 145 | 110.2568 |
|---|
| 146 | 110.1313 |
|---|
| 147 | 109.571 |
|---|
| 148 | 109.5923 |
|---|
| 149 | 110.1797 |
|---|
| 150 | 110.0256 |
|---|
| 151 | 109.9839 |
|---|
| 152 | 109.9297 |
|---|
| 153 | 110.3437 |
|---|
| 154 | 109.8391 |
|---|
| 155 | 110.2293 |
|---|
| 156 | 109.3925 |
|---|
| 157 | 109.1761 |
|---|
| 158 | 109.4197 |
|---|
| 159 | 108.7867 |
|---|
| 160 | 108.2387 |
|---|
| 161 | 107.6606 |
|---|
| 162 | 108.9066 |
|---|
| 163 | 109.209 |
|---|
| 164 | 108.6526 |
|---|
| 165 | 108.7644 |
|---|
| 166 | 109.6532 |
|---|
| 167 | 109.6586 |
|---|
| 168 | 109.1164 |
|---|
| 169 | 108.4967 |
|---|
| 170 | 108.295 |
|---|
| 171 | 108.1401 |
|---|
| 172 | 108.2265 |
|---|
| 173 | 107.9844 |
|---|
| 174 | 107.2684 |
|---|
| 175 | 106.6746 |
|---|
| 176 | 106.9414 |
|---|
| 177 | 107.1268 |
|---|
| 178 | 106.4695 |
|---|
| 179 | 106.4815 |
|---|
| 180 | 106.1493 |
|---|
| 181 | 106.3922 |
|---|
| 182 | 106.7485 |
|---|
| 183 | 107.3489 |
|---|
| 184 | 107.4693 |
|---|
| 185 | 107.8386 |
|---|
| 186 | 107.2757 |
|---|
| 187 | 107.1143 |
|---|
| 188 | 107.3116 |
|---|
| 189 | 107.062 |
|---|
| 190 | 106.9533 |
|---|
| 191 | 107.0218 |
|---|
| 192 | 107.279 |
|---|
| 193 | 107.8392 |
|---|
| 194 | 107.9816 |
|---|
| 195 | 107.5251 |
|---|
| 196 | 107.3691 |
|---|
| 197 | 107.576 |
|---|
| 198 | 107.9922 |
|---|
| 199 | 108.2098 |
|---|
| 200 | 108.0581 |
|---|
| 201 | 107.4458 |
|---|
| 202 | 107.9183 |
|---|
| 203 | 108.321 |
|---|
| 204 | 107.9364 |
|---|
| 205 | 107.8204 |
|---|
| 206 | 107.5649 |
|---|
| 207 | 107.3087 |
|---|
| 208 | 107.494 |
|---|
| 209 | 107.6786 |
|---|
| 210 | 108.0002 |
|---|
| 211 | 107.5756 |
|---|
| 212 | 107.8762 |
|---|
| 213 | 108.6727 |
|---|
| 214 | 108.3031 |
|---|
| 215 | 108.3589 |
|---|
| 216 | 108.8968 |
|---|
| 217 | 108.6889 |
|---|
| 218 | 108.2938 |
|---|
| 219 | 108.2142 |
|---|
| 220 | 108.2648 |
|---|
| 221 | 108.5829 |
|---|
| 222 | 108.5166 |
|---|
| 223 | 108.2232 |
|---|
| 224 | 108.3615 |
|---|
| 225 | 108.8645 |
|---|
| 226 | 108.4841 |
|---|
| 227 | 108.031 |
|---|
| 228 | 107.9723 |
|---|
| 229 | 108.2022 |
|---|
| 230 | 108.1254 |
|---|
| 231 | 107.8663 |
|---|
| 232 | 108.0618 |
|---|
| 233 | 108.1281 |
|---|
| 234 | 108.2531 |
|---|
| 235 | 108.3892 |
|---|
| 236 | 108.6288 |
|---|
| 237 | 108.5915 |
|---|
| 238 | 108.6188 |
|---|
| 239 | 108.6472 |
|---|
| 240 | 108.8911 |
|---|
| 241 | 109.1765 |
|---|
| 242 | 109.1616 |
|---|
| 243 | 108.7925 |
|---|
| 244 | 108.8319 |
|---|
| 245 | 109.33 |
|---|
| 246 | 109.4815 |
|---|
| 247 | 109.3236 |
|---|
| 248 | 109.4983 |
|---|
| 249 | 109.4424 |
|---|
| 250 | 109.5046 |
|---|
| 251 | 109.6735 |
|---|
| 252 | 109.7315 |
|---|
| 253 | 109.8926 |
|---|
| 254 | 109.9802 |
|---|
| 255 | 109.9745 |
|---|
| 256 | 110.0402 |
|---|
| 257 | 110.1234 |
|---|
| 258 | 110.0461 |
|---|
| 259 | 110.3152 |
|---|
| 260 | 110.2071 |
|---|
| 261 | 110.1268 |
|---|
| 262 | 110.2085 |
|---|
| 263 | 110.3017 |
|---|
| 264 | 110.5194 |
|---|
| 265 | 111.0019 |
|---|
| 266 | 110.6968 |
|---|
| 267 | 110.6238 |
|---|
| 268 | 110.8068 |
|---|
| 269 | 110.4846 |
|---|
| 270 | 110.3561 |
|---|
| 271 | 110.5206 |
|---|
| 272 | 110.7955 |
|---|
| 273 | 110.9548 |
|---|
| 274 | 110.7266 |
|---|
| 275 | 110.6987 |
|---|
| 276 | 111.3061 |
|---|
| 277 | 111.5769 |
|---|
| 278 | 111.5797 |
|---|
| 279 | 111.9773 |
|---|
| 280 | 111.8596 |
|---|
| 281 | 112.0801 |
|---|
| 282 | 111.9824 |
|---|
| 283 | 111.6393 |
|---|
| 284 | 111.954 |
|---|
| 285 | 112.3347 |
|---|
| 286 | 113.4386 |
|---|
| 287 | 113.2748 |
|---|
| 288 | 113.4646 |
|---|
| 289 | 114.3649 |
|---|
| 290 | 113.9812 |
|---|
| 291 | 114.4217 |
|---|
| 292 | 114.5955 |
|---|
| 293 | 115.2889 |
|---|
| 294 | 114.2811 |
|---|
| 295 | 114.1284 |
|---|
| 296 | 114.6045 |
|---|
| 297 | 114.1982 |
|---|
| 298 | 114.4346 |
|---|
| 299 | 114.4976 |
|---|
| 300 | 114.2902 |
|---|
| 301 | 113.7684 |
|---|
| 302 | 113.7371 |
|---|
| 303 | 114.3707 |
|---|
| 304 | 113.9672 |
|---|
| 305 | 113.8651 |
|---|
| 306 | 113.4677 |
|---|
| 307 | 113.5937 |
|---|
| 308 | 113.9628 |
|---|
| 309 | 114.1272 |
|---|
| 310 | 114.043 |
|---|
| 311 | 113.35 |
|---|
| 312 | 114.0075 |
|---|
| 313 | 113.909 |
|---|
| 314 | 114.8767 |
|---|
| 315 | 115.2652 |
|---|
| 316 | 115.0241 |
|---|
| 317 | 114.7459 |
|---|
| 318 | 114.1865 |
|---|
| 319 | 114.2736 |
|---|
| 320 | 114.4854 |
|---|
| 321 | 113.947 |
|---|
| 322 | 114.1249 |
|---|
| 323 | 114.5742 |
|---|
| 324 | 114.7291 |
|---|
| 325 | 114.8225 |
|---|
| 326 | 114.9015 |
|---|
| 327 | 115.5524 |
|---|
| 328 | 116.0539 |
|---|
| 329 | 116.0209 |
|---|
| 330 | 115.2637 |
|---|
| 331 | 115.547 |
|---|
| 332 | 116.1044 |
|---|
| 333 | 116.2238 |
|---|
| 334 | 116.6112 |
|---|
| 335 | 117.3794 |
|---|
| 336 | 117.1953 |
|---|
| 337 | 117.6523 |
|---|
| 338 | 116.7228 |
|---|
| 339 | 116.1822 |
|---|
| 340 | 116.1518 |
|---|
| 341 | 116.3827 |
|---|
| 342 | 116.1054 |
|---|
| 343 | 116.3395 |
|---|
| 344 | 116.6692 |
|---|
| 345 | 116.9289 |
|---|
| 346 | 117.0861 |
|---|
| 347 | 118.0004 |
|---|
| 348 | 117.4252 |
|---|
| 349 | 116.845 |
|---|
| 350 | 117.1116 |
|---|
| 351 | 117.2565 |
|---|
| 352 | 117.2942 |
|---|
| 353 | 116.8879 |
|---|
| 354 | 117.2263 |
|---|
| 355 | 117.7828 |
|---|
| 356 | 118.067 |
|---|
| 357 | 118.3732 |
|---|
| 358 | 118.1673 |
|---|
| 359 | 118.2808 |
|---|
| 360 | 118.6705 |
|---|
| 361 | 119.0934 |
|---|
| 362 | 118.7277 |
|---|
| 363 | 117.8371 |
|---|
| 364 | 117.9328 |
|---|
| 365 | 117.6691 |
|---|
| 366 | 118.4685 |
|---|
| +1.00% |
| 1.31 |
| 27 |
| 08.07 → 13.07 | Long | 70.4% | +0.95% | 4.58 | 27 |