United States
Over 2017 to 2025 (9 years of data), XUSUSD has tended to move long between 17.09 and 07.11, closing higher in 100.0% of those years for an average +13.19% move and an annualized Sharpe of 3.05.
Best window
17.09 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+13.19%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 07.11 | Long | 100.0% | +13.19% | 3.05 | 7 |
| 15.09 → 07.11 | Long | 100.0% | +13.05% | 2.68 | 7 |
| 16.09 → 07.11 | Long | 100.0% |
| +12.88% |
| 2.88 |
| 7 |
| 15.09 → 06.11 | Long | 100.0% | +11.14% | 2.73 | 7 |
| 16.09 → 06.11 | Long | 100.0% | +11.00% | 2.93 | 7 |
| 17.09 → 05.11 | Long | 100.0% | +9.33% | 2.95 | 7 |
| 15.09 → 05.11 | Long | 100.0% | +9.15% | 2.57 | 7 |
| 16.09 → 05.11 | Long | 100.0% | +9.03% | 2.75 | 7 |