United States
Over 2017 to 2025 (9 years of data), XUSUSD has tended to move long between 11.10 and 07.11, closing higher in 100.0% of those years for an average +18.41% move and an annualized Sharpe of 6.20.
Best window
11.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+18.41%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 100.0% | +18.41% | 6.20 | 7 |
| 07.10 → 07.11 | Long | 100.0% | +18.32% | 5.01 | 7 |
| 10.10 → 07.11 | Long | 100.0% |
| +18.28% |
| 5.52 |
| 7 |
| 11.10 → 08.11 | Long | 100.0% | +18.19% | 5.72 | 7 |
| 08.10 → 07.11 | Long | 100.0% | +17.09% | 5.70 | 7 |
| 06.10 → 07.11 | Long | 100.0% | +17.04% | 5.00 | 7 |
| 09.10 → 07.11 | Long | 100.0% | +16.56% | 5.69 | 7 |
| 11.10 → 06.11 | Long | 100.0% | +16.43% | 6.70 | 7 |