Over 1985 to 2025 (41 years of data), XAGEUR has tended to move long between 13.09 and 03.11, closing higher in 71.9% of those years for an average +1.76% move and an annualized Sharpe of 0.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.09 → 03.11 | Long | 71.9% | +1.76% | 0.44 | 32 |
| 13.09 → 29.10 | Long | 71.9% | +0.69% | 0.16 | 32 |
| 08.09 → 13.09 | Long | 71.0% | +0.78% | 1.71 | 31 |
| 09.09 → 13.09 | Long | 71.0% | +0.68% | 1.90 | 31 |
| 08.09 → 04.11 | Long | 68.8% | +2.35% | 0.47 | 32 |
| 08.09 → 03.11 | Long | 68.8% | +2.32% | 0.47 | 32 |
| 09.09 → 08.11 | Long | 68.8% | +2.30% | 0.41 | 32 |
| 13.09 → 06.11 | Long | 68.8% | +2.21% | 0.49 | 32 |