Over 2022 to 2025 (4 years of data), EXELUSUSD has tended to move long between 12.07 and 26.07, closing higher in 100.0% of those years for an average +3.72% move and an annualized Sharpe of 13.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 26.07 | Long | 100.0% | +3.72% | 13.31 | 4 |
| 12.07 → 25.07 | Long | 100.0% | +3.61% | 14.97 | 4 |
| 11.07 → 26.07 | Long | 100.0% | +3.06% | 10.52 | 4 |
| 11.07 → 25.07 | Long | 100.0% | +2.94% | 20.41 | 4 |
| 12.07 → 24.07 | Long | 100.0% | +2.46% | 10.34 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +2.35% | 15.71 | 4 |
| 12.07 → 16.07 | Long | 100.0% | +2.17% | 10.59 | 4 |
| 07.07 → 19.07 | Long | 100.0% | +1.96% | 13.74 | 4 |