Over 2017 to 2025 (9 years of data), XLIUSUSD has tended to move long between 10.07 and 22.07, closing higher in 100.0% of those years for an average +2.78% move and an annualized Sharpe of 5.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 22.07 | Long | 100.0% | +2.78% | 5.91 | 9 |
| 08.07 → 22.07 | Long | 100.0% | +2.73% | 8.80 | 9 |
| 07.07 → 22.07 | Long | 100.0% | +2.71% | 10.51 | 9 |
| 09.07 → 25.07 | Long | 100.0% | +2.56% | 7.82 | 9 |
| 09.07 → 23.07 | Long | 100.0% | +2.44% | 7.00 | 9 |
| 09.07 → 22.07 | Long | 100.0% | +2.42% | 6.82 | 9 |
| 08.07 → 21.07 | Long | 100.0% | +2.20% | 7.88 | 9 |
| 07.07 → 21.07 | Long | 100.0% | +2.19% | 9.15 | 9 |