

Over 1999 to 2025 (27 years of data), XAUUSD has tended to move long between 27.07 and 06.09, closing higher in 77.8% of those years for an average +2.55% move and an annualized Sharpe of 1.51.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.2601 |
| 3 | 100.3926 |
| 4 | 100.4337 |
| 5 | 100.3267 |
| 6 | 100.4837 |
| 7 | 100.3652 |
| 8 | 100.4392 |
| 9 | 100.6251 |
| 10 | 100.9822 |
| 11 | 101.1325 |
| 12 | 101.1856 |
| 13 | 101.2172 |
| 14 | 100.9927 |
| 15 | 100.983 |
| 16 | 101.1962 |
| 17 | 101.1629 |
| 18 | 101.1418 |
| 19 | 101.4137 |
| 20 | 101.5511 |
| 21 | 101.4164 |
| 22 | 101.5934 |
| 23 | 101.994 |
| 24 | 102.091 |
| 25 | 102.2232 |
| 26 | 102.153 |
| 27 | 102.0276 |
| 28 | 101.9317 |
| 29 | 101.9373 |
| 30 | 102.3253 |
| 31 | 102.4222 |
| 32 | 102.6627 |
| 33 | 102.3692 |
| 34 | 102.2945 |
| 35 | 102.5309 |
| 36 | 102.5803 |
| 37 | 102.5517 |
| 38 | 102.488 |
| 39 | 102.7082 |
| 40 | 102.9353 |
| 41 | 103.0793 |
| 42 | 103.2433 |
| 43 | 103.1183 |
| 44 | 103.0499 |
| 45 | 103.1886 |
| 46 | 102.8423 |
| 47 | 103.0289 |
| 48 | 103.1426 |
| 49 | 103.3376 |
| 50 | 103.5184 |
| 51 | 103.4062 |
| 52 | 103.684 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 06.09 | Long | 77.8% | +2.55% | 1.51 | 27 |
| 27.07 → 05.09 | Long | 77.8% | +2.54% | 1.52 | 27 |
| 26.07 → 06.09 | Long | 77.8% | +2.53% | 1.46 | 27 |
| 26.07 → 05.09 | Long | 77.8% | +2.52% | 1.46 | 27 |
| 25.07 → 06.09 | Long | 77.8% | +2.49% | 1.46 | 27 |
| 27.07 → 03.09 | Long | 77.8% | +2.49% | 1.53 | 27 |
| 25.07 → 05.09 | Long | 77.8% |
| 53 |
|---|
| 103.737 |
| 54 | 103.8836 |
|---|
| 55 | 103.8739 |
|---|
| 56 | 103.5386 |
|---|
| 57 | 103.7087 |
|---|
| 58 | 103.3664 |
|---|
| 59 | 103.3581 |
|---|
| 60 | 103.2849 |
|---|
| 61 | 103.2491 |
|---|
| 62 | 103.0913 |
|---|
| 63 | 103.3355 |
|---|
| 64 | 103.3701 |
|---|
| 65 | 103.5792 |
|---|
| 66 | 103.3775 |
|---|
| 67 | 103.539 |
|---|
| 68 | 103.5923 |
|---|
| 69 | 103.3749 |
|---|
| 70 | 103.495 |
|---|
| 71 | 103.635 |
|---|
| 72 | 103.4509 |
|---|
| 73 | 103.0748 |
|---|
| 74 | 102.8679 |
|---|
| 75 | 103.1062 |
|---|
| 76 | 103.2573 |
|---|
| 77 | 103.5068 |
|---|
| 78 | 103.4271 |
|---|
| 79 | 103.2261 |
|---|
| 80 | 103.2036 |
|---|
| 81 | 103.255 |
|---|
| 82 | 103.2744 |
|---|
| 83 | 103.1978 |
|---|
| 84 | 103.4262 |
|---|
| 85 | 103.5924 |
|---|
| 86 | 103.7784 |
|---|
| 87 | 103.5206 |
|---|
| 88 | 103.4422 |
|---|
| 89 | 103.4272 |
|---|
| 90 | 103.5164 |
|---|
| 91 | 103.7312 |
|---|
| 92 | 103.5147 |
|---|
| 93 | 103.447 |
|---|
| 94 | 103.4587 |
|---|
| 95 | 103.6636 |
|---|
| 96 | 103.6821 |
|---|
| 97 | 103.7804 |
|---|
| 98 | 103.9343 |
|---|
| 99 | 104.0845 |
|---|
| 100 | 104.5382 |
|---|
| 101 | 104.7256 |
|---|
| 102 | 104.6063 |
|---|
| 103 | 104.7803 |
|---|
| 104 | 104.5324 |
|---|
| 105 | 104.2283 |
|---|
| 106 | 104.3191 |
|---|
| 107 | 104.4119 |
|---|
| 108 | 104.5372 |
|---|
| 109 | 104.4541 |
|---|
| 110 | 104.4964 |
|---|
| 111 | 104.6888 |
|---|
| 112 | 104.6077 |
|---|
| 113 | 104.5566 |
|---|
| 114 | 104.5311 |
|---|
| 115 | 104.5535 |
|---|
| 116 | 104.6972 |
|---|
| 117 | 104.7055 |
|---|
| 118 | 104.9186 |
|---|
| 119 | 104.8502 |
|---|
| 120 | 104.7111 |
|---|
| 121 | 104.3975 |
|---|
| 122 | 104.4433 |
|---|
| 123 | 104.6359 |
|---|
| 124 | 104.7674 |
|---|
| 125 | 104.8685 |
|---|
| 126 | 105.1815 |
|---|
| 127 | 105.1372 |
|---|
| 128 | 104.9932 |
|---|
| 129 | 105.0322 |
|---|
| 130 | 104.9164 |
|---|
| 131 | 105.0438 |
|---|
| 132 | 104.9468 |
|---|
| 133 | 104.9624 |
|---|
| 134 | 104.7913 |
|---|
| 135 | 104.5692 |
|---|
| 136 | 104.6971 |
|---|
| 137 | 104.6797 |
|---|
| 138 | 105.0289 |
|---|
| 139 | 104.8408 |
|---|
| 140 | 105.2479 |
|---|
| 141 | 105.3585 |
|---|
| 142 | 105.3304 |
|---|
| 143 | 105.4605 |
|---|
| 144 | 105.1659 |
|---|
| 145 | 105.1201 |
|---|
| 146 | 105.1532 |
|---|
| 147 | 105.0107 |
|---|
| 148 | 104.9581 |
|---|
| 149 | 105.095 |
|---|
| 150 | 104.8384 |
|---|
| 151 | 104.9015 |
|---|
| 152 | 104.9171 |
|---|
| 153 | 105.3829 |
|---|
| 154 | 105.2689 |
|---|
| 155 | 105.2808 |
|---|
| 156 | 105.2611 |
|---|
| 157 | 105.28 |
|---|
| 158 | 105.3679 |
|---|
| 159 | 105.0163 |
|---|
| 160 | 104.9527 |
|---|
| 161 | 104.7368 |
|---|
| 162 | 104.7955 |
|---|
| 163 | 104.7734 |
|---|
| 164 | 104.5717 |
|---|
| 165 | 104.5264 |
|---|
| 166 | 104.7906 |
|---|
| 167 | 104.8056 |
|---|
| 168 | 104.7641 |
|---|
| 169 | 104.8286 |
|---|
| 170 | 104.9718 |
|---|
| 171 | 104.8426 |
|---|
| 172 | 104.9795 |
|---|
| 173 | 104.6134 |
|---|
| 174 | 104.5907 |
|---|
| 175 | 104.3761 |
|---|
| 176 | 104.6583 |
|---|
| 177 | 104.298 |
|---|
| 178 | 104.2096 |
|---|
| 179 | 104.2719 |
|---|
| 180 | 104.3985 |
|---|
| 181 | 104.4502 |
|---|
| 182 | 104.4842 |
|---|
| 183 | 104.658 |
|---|
| 184 | 104.6641 |
|---|
| 185 | 104.7702 |
|---|
| 186 | 104.4949 |
|---|
| 187 | 104.363 |
|---|
| 188 | 104.2164 |
|---|
| 189 | 104.1722 |
|---|
| 190 | 104.4781 |
|---|
| 191 | 104.7334 |
|---|
| 192 | 104.9194 |
|---|
| 193 | 105.1334 |
|---|
| 194 | 105.2134 |
|---|
| 195 | 105.1533 |
|---|
| 196 | 105.1439 |
|---|
| 197 | 105.1286 |
|---|
| 198 | 105.0296 |
|---|
| 199 | 105.2213 |
|---|
| 200 | 105.1384 |
|---|
| 201 | 105.0024 |
|---|
| 202 | 105.1002 |
|---|
| 203 | 105.3995 |
|---|
| 204 | 105.0795 |
|---|
| 205 | 104.9217 |
|---|
| 206 | 104.9375 |
|---|
| 207 | 104.7613 |
|---|
| 208 | 104.8611 |
|---|
| 209 | 105.0765 |
|---|
| 210 | 105.1654 |
|---|
| 211 | 105.0843 |
|---|
| 212 | 105.0496 |
|---|
| 213 | 105.3073 |
|---|
| 214 | 105.3291 |
|---|
| 215 | 105.4583 |
|---|
| 216 | 105.5074 |
|---|
| 217 | 105.613 |
|---|
| 218 | 105.3245 |
|---|
| 219 | 105.7363 |
|---|
| 220 | 105.6831 |
|---|
| 221 | 105.9218 |
|---|
| 222 | 106.0674 |
|---|
| 223 | 106.1582 |
|---|
| 224 | 105.8338 |
|---|
| 225 | 105.8848 |
|---|
| 226 | 105.9814 |
|---|
| 227 | 105.7437 |
|---|
| 228 | 105.759 |
|---|
| 229 | 105.8575 |
|---|
| 230 | 106.0201 |
|---|
| 231 | 105.9458 |
|---|
| 232 | 106.042 |
|---|
| 233 | 106.2224 |
|---|
| 234 | 106.4362 |
|---|
| 235 | 106.4241 |
|---|
| 236 | 106.1886 |
|---|
| 237 | 106.1637 |
|---|
| 238 | 106.329 |
|---|
| 239 | 106.7179 |
|---|
| 240 | 106.632 |
|---|
| 241 | 106.7675 |
|---|
| 242 | 106.7067 |
|---|
| 243 | 106.8796 |
|---|
| 244 | 107.1032 |
|---|
| 245 | 107.2469 |
|---|
| 246 | 107.4075 |
|---|
| 247 | 107.2037 |
|---|
| 248 | 107.3291 |
|---|
| 249 | 107.4139 |
|---|
| 250 | 107.2917 |
|---|
| 251 | 107.4215 |
|---|
| 252 | 107.3244 |
|---|
| 253 | 106.9691 |
|---|
| 254 | 106.9807 |
|---|
| 255 | 106.6732 |
|---|
| 256 | 106.7303 |
|---|
| 257 | 106.8449 |
|---|
| 258 | 106.9639 |
|---|
| 259 | 107.039 |
|---|
| 260 | 107.1286 |
|---|
| 261 | 107.7592 |
|---|
| 262 | 107.7201 |
|---|
| 263 | 107.8427 |
|---|
| 264 | 108.0518 |
|---|
| 265 | 108.191 |
|---|
| 266 | 108.0551 |
|---|
| 267 | 107.943 |
|---|
| 268 | 107.9056 |
|---|
| 269 | 107.6552 |
|---|
| 270 | 107.8665 |
|---|
| 271 | 108.3236 |
|---|
| 272 | 108.3389 |
|---|
| 273 | 108.5065 |
|---|
| 274 | 108.2755 |
|---|
| 275 | 108.4308 |
|---|
| 276 | 108.0482 |
|---|
| 277 | 108.0938 |
|---|
| 278 | 108.2271 |
|---|
| 279 | 108.6772 |
|---|
| 280 | 108.6886 |
|---|
| 281 | 108.8021 |
|---|
| 282 | 108.9248 |
|---|
| 283 | 108.9338 |
|---|
| 284 | 108.7007 |
|---|
| 285 | 108.8629 |
|---|
| 286 | 109.3924 |
|---|
| 287 | 109.2213 |
|---|
| 288 | 109.1022 |
|---|
| 289 | 109.3292 |
|---|
| 290 | 109.0535 |
|---|
| 291 | 108.9139 |
|---|
| 292 | 108.8032 |
|---|
| 293 | 108.8899 |
|---|
| 294 | 108.8758 |
|---|
| 295 | 108.7121 |
|---|
| 296 | 108.4493 |
|---|
| 297 | 108.4749 |
|---|
| 298 | 108.9148 |
|---|
| 299 | 108.8089 |
|---|
| 300 | 108.9023 |
|---|
| 301 | 108.7777 |
|---|
| 302 | 108.8638 |
|---|
| 303 | 108.88 |
|---|
| 304 | 108.6035 |
|---|
| 305 | 108.4553 |
|---|
| 306 | 108.6434 |
|---|
| 307 | 108.5793 |
|---|
| 308 | 108.8452 |
|---|
| 309 | 108.9633 |
|---|
| 310 | 109.0364 |
|---|
| 311 | 109.1008 |
|---|
| 312 | 109.1374 |
|---|
| 313 | 109.2404 |
|---|
| 314 | 109.3533 |
|---|
| 315 | 109.4603 |
|---|
| 316 | 108.8663 |
|---|
| 317 | 108.8585 |
|---|
| 318 | 109.0752 |
|---|
| 319 | 109.01 |
|---|
| 320 | 109.0409 |
|---|
| 321 | 108.939 |
|---|
| 322 | 109.0442 |
|---|
| 323 | 108.9328 |
|---|
| 324 | 109.0059 |
|---|
| 325 | 109.0968 |
|---|
| 326 | 109.5706 |
|---|
| 327 | 109.7768 |
|---|
| 328 | 109.7918 |
|---|
| 329 | 109.8356 |
|---|
| 330 | 109.695 |
|---|
| 331 | 109.5529 |
|---|
| 332 | 109.6822 |
|---|
| 333 | 109.5444 |
|---|
| 334 | 109.5784 |
|---|
| 335 | 110.0797 |
|---|
| 336 | 109.7309 |
|---|
| 337 | 110.0819 |
|---|
| 338 | 110.0413 |
|---|
| 339 | 109.6874 |
|---|
| 340 | 109.4913 |
|---|
| 341 | 109.6049 |
|---|
| 342 | 109.4708 |
|---|
| 343 | 109.5863 |
|---|
| 344 | 109.5786 |
|---|
| 345 | 109.6952 |
|---|
| 346 | 109.7435 |
|---|
| 347 | 109.8351 |
|---|
| 348 | 109.4235 |
|---|
| 349 | 109.0869 |
|---|
| 350 | 109.4615 |
|---|
| 351 | 109.4429 |
|---|
| 352 | 109.8361 |
|---|
| 353 | 109.5145 |
|---|
| 354 | 109.4942 |
|---|
| 355 | 109.6848 |
|---|
| 356 | 109.7799 |
|---|
| 357 | 109.8757 |
|---|
| 358 | 110.0299 |
|---|
| 359 | 110.1074 |
|---|
| 360 | 110.4096 |
|---|
| 361 | 110.7237 |
|---|
| 362 | 110.8982 |
|---|
| 363 | 110.6997 |
|---|
| 364 | 110.701 |
|---|
| 365 | 110.7426 |
|---|
| 366 | 111.1847 |
|---|
| +2.48% |
| 1.45 |
| 27 |
| 24.07 → 06.09 | Long | 77.8% | +2.43% | 1.42 | 27 |