Over 2017 to 2025 (9 years of data), XLEUSUSD has tended to move long between 16.08 and 29.08, closing higher in 87.5% of those years for an average +2.04% move and an annualized Sharpe of 2.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 29.08 | Long | 87.5% | +2.04% | 2.53 | 8 |
| 16.08 → 07.10 | Long | 87.5% | +1.89% | 0.54 | 8 |
| 17.08 → 29.08 | Long | 87.5% | +1.87% | 2.29 | 8 |
| 18.08 → 29.08 | Long | 87.5% | +1.85% | 2.83 | 8 |
| 16.08 → 09.10 | Long | 87.5% | +1.72% | 0.48 | 8 |
| 16.08 → 30.08 | Long | 87.5% | +1.63% | 2.32 | 8 |
| 16.08 → 13.10 | Long | 87.5% | +1.58% | 0.41 | 8 |
| 19.08 → 02.09 | Long | 87.5% | +1.57% | 2.22 | 8 |