Over 2020 to 2025 (6 years of data), XDWHUSUSD has tended to move long between 07.07 and 19.08, closing higher in 100.0% of those years for an average +4.03% move and an annualized Sharpe of 5.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 19.08 | Long | 100.0% | +4.03% | 5.29 | 6 |
| 07.07 → 20.08 | Long | 100.0% | +4.01% | 5.03 | 6 |
| 07.07 → 16.08 | Long | 100.0% | +3.90% | 5.72 | 6 |
| 07.07 → 21.08 | Long | 100.0% | +3.89% | 4.43 | 6 |
| 07.07 → 17.08 | Long | 100.0% | +3.86% | 5.59 | 6 |
| 07.07 → 15.08 | Long | 100.0% | +3.83% | 6.52 | 6 |
| 11.07 → 19.08 | Long | 100.0% | +3.80% | 6.51 | 6 |
| 11.07 → 20.08 | Long | 100.0% | +3.78% | 6.88 | 6 |