Over 2017 to 2025 (9 years of data), XLFUSUSD has tended to move long between 08.07 and 30.07, closing higher in 100.0% of those years for an average +3.16% move and an annualized Sharpe of 6.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 30.07 | Long | 100.0% | +3.16% | 6.07 | 9 |
| 08.07 → 24.07 | Long | 100.0% | +2.99% | 7.61 | 9 |
| 07.07 → 24.07 | Long | 100.0% | +2.90% | 8.04 | 9 |
| 11.07 → 29.07 | Long | 100.0% | +2.60% | 5.95 | 9 |
| 11.07 → 28.07 | Long | 100.0% | +2.51% | 6.49 | 9 |
| 13.07 → 28.07 | Long | 100.0% | +2.47% | 4.13 | 9 |
| 11.07 → 30.07 | Long | 100.0% | +2.46% | 5.46 | 9 |
| 11.07 → 20.07 | Long | 100.0% | +1.42% | 6.87 | 9 |