

Over 2020 to 2025 (6 years of data), SXLUGBUSD has tended to move long between 10.07 and 01.08, closing higher in 100.0% of those years for an average +4.88% move and an annualized Sharpe of 8.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 01.08 | Long | 100.0% | +4.88% | 8.40 | 6 |
| 08.07 → 01.08 | Long | 100.0% | +4.84% | 8.12 | 6 |
| 07.07 → 01.08 | Long | 100.0% | +4.66% | 7.83 | 6 |
| 09.07 → 01.08 | Long | 100.0% | +4.62% | 8.86 | 6 |
| 11.07 → 01.08 | Long | 100.0% | +4.62% | 7.87 | 6 |
| 10.07 → 31.07 | Long | 100.0% | +4.58% | 10.15 | 6 |
| 08.07 → 31.07 | Long | 100.0% | +4.54% | 10.66 | 6 |
| 10.07 → 29.07 | Long | 100.0% | +4.50% | 10.76 | 6 |