

Over 2017 to 2025 (9 years of data), XLKUSUSD has tended to move long between 07.07 and 14.07, closing higher in 100.0% of those years for an average +1.58% move and an annualized Sharpe of 12.03.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.4521 |
| 3 | 99.5649 |
| 4 | 98.9282 |
| 5 | 98.0371 |
| 6 | 98.4031 |
| 7 | 98.3129 |
| 8 | 98.9463 |
| 9 | 99.2063 |
| 10 | 99.0813 |
| 11 | 99.5874 |
| 12 | 99.7973 |
| 13 | 99.3359 |
| 14 | 99.375 |
| 15 | 99.562 |
| 16 | 99.4659 |
| 17 | 99.7452 |
| 18 | 99.3809 |
| 19 | 99.59 |
| 20 | 100.2568 |
| 21 | 100.305 |
| 22 | 100.7534 |
| 23 | 101.3346 |
| 24 | 101.3446 |
| 25 | 101.0604 |
| 26 | 101.3032 |
| 27 | 99.8591 |
| 28 | 101.2835 |
| 29 | 100.852 |
| 30 | 100.3331 |
| 31 | 100.6127 |
| 32 | 101.8745 |
| 33 | 103.0597 |
| 34 | 101.9117 |
| 35 | 102.6423 |
| 36 | 102.939 |
| 37 | 102.6618 |
| 38 | 103.0902 |
| 39 | 103.3709 |
| 40 | 103.9817 |
| 41 | 103.5778 |
| 42 | 103.182 |
| 43 | 103.0834 |
| 44 | 103.3807 |
| 45 | 103.7658 |
| 46 | 104.3477 |
| 47 | 103.6953 |
| 48 | 102.6275 |
| 49 | 102.5042 |
| 50 | 102.4694 |
| 51 | 102.2025 |
| 52 | 101.0112 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 14.07 | Long | 100.0% | +1.58% | 12.03 | 8 |
| 07.07 → 15.07 | Long | 100.0% | +1.44% | 14.26 | 8 |
| 07.07 → 28.08 | Long | 87.5% | +4.07% | 1.88 | 8 |
| 07.07 → 31.08 | Long | 87.5% | +4.06% | 1.84 | 8 |
| 07.07 → 30.08 | Long | 87.5% | +4.04% | 1.87 | 8 |
| 07.07 → 01.09 | Long | 87.5% | +4.03% | 1.61 | 8 |
| 07.07 → 29.08 | Long | 87.5% |
| 53 |
|---|
| 101.0141 |
| 54 | 100.7316 |
|---|
| 55 | 101.0391 |
|---|
| 56 | 100.3362 |
|---|
| 57 | 100.7 |
|---|
| 58 | 100.0883 |
|---|
| 59 | 100.1626 |
|---|
| 60 | 100.4694 |
|---|
| 61 | 101.1805 |
|---|
| 62 | 100.237 |
|---|
| 63 | 99.3106 |
|---|
| 64 | 99.9752 |
|---|
| 65 | 99.014 |
|---|
| 66 | 98.5543 |
|---|
| 67 | 98.494 |
|---|
| 68 | 99.2851 |
|---|
| 69 | 97.6824 |
|---|
| 70 | 97.6393 |
|---|
| 71 | 97.7574 |
|---|
| 72 | 97.887 |
|---|
| 73 | 98.3176 |
|---|
| 74 | 99.2071 |
|---|
| 75 | 100.2638 |
|---|
| 76 | 100.498 |
|---|
| 77 | 100.048 |
|---|
| 78 | 100.3032 |
|---|
| 79 | 100.2704 |
|---|
| 80 | 100.6312 |
|---|
| 81 | 101.0986 |
|---|
| 82 | 100.9774 |
|---|
| 83 | 101.6477 |
|---|
| 84 | 101.6976 |
|---|
| 85 | 101.6125 |
|---|
| 86 | 101.1854 |
|---|
| 87 | 100.9306 |
|---|
| 88 | 101.6696 |
|---|
| 89 | 101.4295 |
|---|
| 90 | 101.687 |
|---|
| 91 | 102.2506 |
|---|
| 92 | 102.42 |
|---|
| 93 | 100.7635 |
|---|
| 94 | 99.7349 |
|---|
| 95 | 99.1635 |
|---|
| 96 | 98.912 |
|---|
| 97 | 99.1549 |
|---|
| 98 | 98.7917 |
|---|
| 99 | 101.4574 |
|---|
| 100 | 100.6151 |
|---|
| 101 | 100.0454 |
|---|
| 102 | 100.15 |
|---|
| 103 | 100.692 |
|---|
| 104 | 100.0583 |
|---|
| 105 | 100.4927 |
|---|
| 106 | 99.397 |
|---|
| 107 | 99.3652 |
|---|
| 108 | 99.1942 |
|---|
| 109 | 99.1269 |
|---|
| 110 | 98.3851 |
|---|
| 111 | 97.6904 |
|---|
| 112 | 97.3468 |
|---|
| 113 | 98.3612 |
|---|
| 114 | 99.3004 |
|---|
| 115 | 99.5534 |
|---|
| 116 | 99.17 |
|---|
| 117 | 100.0445 |
|---|
| 118 | 100.8269 |
|---|
| 119 | 100.0387 |
|---|
| 120 | 99.9235 |
|---|
| 121 | 99.7809 |
|---|
| 122 | 100.0418 |
|---|
| 123 | 100.1411 |
|---|
| 124 | 100.9156 |
|---|
| 125 | 100.2703 |
|---|
| 126 | 100.1494 |
|---|
| 127 | 100.7585 |
|---|
| 128 | 100.8729 |
|---|
| 129 | 99.9545 |
|---|
| 130 | 99.9827 |
|---|
| 131 | 99.2779 |
|---|
| 132 | 99.3916 |
|---|
| 133 | 100.7181 |
|---|
| 134 | 101.3735 |
|---|
| 135 | 101.7484 |
|---|
| 136 | 102.0859 |
|---|
| 137 | 102.7447 |
|---|
| 138 | 101.9688 |
|---|
| 139 | 101.7897 |
|---|
| 140 | 102.1472 |
|---|
| 141 | 101.8996 |
|---|
| 142 | 101.9624 |
|---|
| 143 | 101.9446 |
|---|
| 144 | 101.6728 |
|---|
| 145 | 102.8716 |
|---|
| 146 | 103.9372 |
|---|
| 147 | 104.9719 |
|---|
| 148 | 104.9576 |
|---|
| 149 | 105.0947 |
|---|
| 150 | 105.0068 |
|---|
| 151 | 104.212 |
|---|
| 152 | 104.3086 |
|---|
| 153 | 105.2546 |
|---|
| 154 | 104.8572 |
|---|
| 155 | 105.3328 |
|---|
| 156 | 105.1814 |
|---|
| 157 | 105.8465 |
|---|
| 158 | 105.7116 |
|---|
| 159 | 105.7596 |
|---|
| 160 | 105.4062 |
|---|
| 161 | 104.8549 |
|---|
| 162 | 104.9784 |
|---|
| 163 | 106.016 |
|---|
| 164 | 105.3438 |
|---|
| 165 | 106.0875 |
|---|
| 166 | 106.7515 |
|---|
| 167 | 105.9298 |
|---|
| 168 | 106.2138 |
|---|
| 169 | 106.3535 |
|---|
| 170 | 106.3923 |
|---|
| 171 | 106.1151 |
|---|
| 172 | 106.214 |
|---|
| 173 | 106.4142 |
|---|
| 174 | 106.6616 |
|---|
| 175 | 107.9374 |
|---|
| 176 | 107.5433 |
|---|
| 177 | 107.9357 |
|---|
| 178 | 108.1725 |
|---|
| 179 | 107.7727 |
|---|
| 180 | 107.9803 |
|---|
| 181 | 108.1997 |
|---|
| 182 | 108.0613 |
|---|
| 183 | 108.7704 |
|---|
| 184 | 109.146 |
|---|
| 185 | 109.4454 |
|---|
| 186 | 109.5981 |
|---|
| 187 | 109.8749 |
|---|
| 188 | 110.1524 |
|---|
| 189 | 110.083 |
|---|
| 190 | 110.5636 |
|---|
| 191 | 110.5354 |
|---|
| 192 | 110.4861 |
|---|
| 193 | 109.8737 |
|---|
| 194 | 110.4067 |
|---|
| 195 | 110.7409 |
|---|
| 196 | 111.1137 |
|---|
| 197 | 111.0092 |
|---|
| 198 | 111.4255 |
|---|
| 199 | 110.5569 |
|---|
| 200 | 110.8483 |
|---|
| 201 | 110.7328 |
|---|
| 202 | 111.2822 |
|---|
| 203 | 110.916 |
|---|
| 204 | 111.7811 |
|---|
| 205 | 111.8391 |
|---|
| 206 | 111.0686 |
|---|
| 207 | 110.1486 |
|---|
| 208 | 111.0846 |
|---|
| 209 | 111.86 |
|---|
| 210 | 112.3102 |
|---|
| 211 | 112.2566 |
|---|
| 212 | 111.5636 |
|---|
| 213 | 112.0049 |
|---|
| 214 | 110.3701 |
|---|
| 215 | 110.3732 |
|---|
| 216 | 110.6414 |
|---|
| 217 | 110.541 |
|---|
| 218 | 110.0472 |
|---|
| 219 | 110.4082 |
|---|
| 220 | 109.9029 |
|---|
| 221 | 110.1109 |
|---|
| 222 | 110.6587 |
|---|
| 223 | 110.2623 |
|---|
| 224 | 111.169 |
|---|
| 225 | 111.4911 |
|---|
| 226 | 112.4684 |
|---|
| 227 | 112.3398 |
|---|
| 228 | 112.8091 |
|---|
| 229 | 112.2721 |
|---|
| 230 | 112.1634 |
|---|
| 231 | 111.5705 |
|---|
| 232 | 112.0713 |
|---|
| 233 | 112.3326 |
|---|
| 234 | 112.1052 |
|---|
| 235 | 112.2273 |
|---|
| 236 | 112.0384 |
|---|
| 237 | 112.5922 |
|---|
| 238 | 111.5721 |
|---|
| 239 | 111.6102 |
|---|
| 240 | 112.1075 |
|---|
| 241 | 111.5805 |
|---|
| 242 | 111.5524 |
|---|
| 243 | 111.6099 |
|---|
| 244 | 111.5843 |
|---|
| 245 | 111.0416 |
|---|
| 246 | 111.2543 |
|---|
| 247 | 110.3238 |
|---|
| 248 | 110.3597 |
|---|
| 249 | 109.9888 |
|---|
| 250 | 109.4399 |
|---|
| 251 | 109.6505 |
|---|
| 252 | 110.0258 |
|---|
| 253 | 110.5641 |
|---|
| 254 | 111.0552 |
|---|
| 255 | 111.7338 |
|---|
| 256 | 110.799 |
|---|
| 257 | 111.1275 |
|---|
| 258 | 110.5623 |
|---|
| 259 | 110.3749 |
|---|
| 260 | 109.8692 |
|---|
| 261 | 110.2614 |
|---|
| 262 | 110.3837 |
|---|
| 263 | 110.1039 |
|---|
| 264 | 109.3051 |
|---|
| 265 | 109.7312 |
|---|
| 266 | 109.5412 |
|---|
| 267 | 109.3872 |
|---|
| 268 | 109.5838 |
|---|
| 269 | 109.1501 |
|---|
| 270 | 109.2944 |
|---|
| 271 | 108.7891 |
|---|
| 272 | 108.3811 |
|---|
| 273 | 107.9275 |
|---|
| 274 | 108.508 |
|---|
| 275 | 108.3331 |
|---|
| 276 | 108.6808 |
|---|
| 277 | 109.2526 |
|---|
| 278 | 109.9182 |
|---|
| 279 | 110.5175 |
|---|
| 280 | 109.6495 |
|---|
| 281 | 109.784 |
|---|
| 282 | 110.2814 |
|---|
| 283 | 109.271 |
|---|
| 284 | 109.0032 |
|---|
| 285 | 108.8746 |
|---|
| 286 | 109.8921 |
|---|
| 287 | 109.4656 |
|---|
| 288 | 110.1414 |
|---|
| 289 | 109.8987 |
|---|
| 290 | 110.5455 |
|---|
| 291 | 110.7574 |
|---|
| 292 | 110.8699 |
|---|
| 293 | 110.6849 |
|---|
| 294 | 111.3618 |
|---|
| 295 | 111.181 |
|---|
| 296 | 111.4595 |
|---|
| 297 | 111.9485 |
|---|
| 298 | 112.2658 |
|---|
| 299 | 111.4913 |
|---|
| 300 | 111.7544 |
|---|
| 301 | 113.1433 |
|---|
| 302 | 113.4211 |
|---|
| 303 | 113.6659 |
|---|
| 304 | 113.1879 |
|---|
| 305 | 112.6821 |
|---|
| 306 | 112.6131 |
|---|
| 307 | 112.4043 |
|---|
| 308 | 112.564 |
|---|
| 309 | 112.7276 |
|---|
| 310 | 112.7265 |
|---|
| 311 | 113.9156 |
|---|
| 312 | 114.7951 |
|---|
| 313 | 113.9507 |
|---|
| 314 | 116.5646 |
|---|
| 315 | 116.8973 |
|---|
| 316 | 117.1263 |
|---|
| 317 | 116.4149 |
|---|
| 318 | 116.7132 |
|---|
| 319 | 116.9237 |
|---|
| 320 | 116.3643 |
|---|
| 321 | 115.9275 |
|---|
| 322 | 115.7887 |
|---|
| 323 | 116.2196 |
|---|
| 324 | 116.0094 |
|---|
| 325 | 115.6287 |
|---|
| 326 | 116.1415 |
|---|
| 327 | 116.3166 |
|---|
| 328 | 116.9553 |
|---|
| 329 | 116.8649 |
|---|
| 330 | 116.6148 |
|---|
| 331 | 116.7596 |
|---|
| 332 | 116.1533 |
|---|
| 333 | 116.5017 |
|---|
| 334 | 117.665 |
|---|
| 335 | 117.4414 |
|---|
| 336 | 117.768 |
|---|
| 337 | 117.6426 |
|---|
| 338 | 117.5352 |
|---|
| 339 | 102.6162 |
|---|
| 340 | 102.1019 |
|---|
| 341 | 103.0311 |
|---|
| 342 | 103.78 |
|---|
| 343 | 103.4783 |
|---|
| 344 | 103.8712 |
|---|
| 345 | 103.6465 |
|---|
| 346 | 103.9277 |
|---|
| 347 | 103.9074 |
|---|
| 348 | 103.425 |
|---|
| 349 | 103.1014 |
|---|
| 350 | 102.2642 |
|---|
| 351 | 101.866 |
|---|
| 352 | 102.0649 |
|---|
| 353 | 101.5662 |
|---|
| 354 | 101.0395 |
|---|
| 355 | 102.4107 |
|---|
| 356 | 102.2766 |
|---|
| 357 | 102.5312 |
|---|
| 358 | 102.7721 |
|---|
| 359 | 102.9691 |
|---|
| 360 | 103.0871 |
|---|
| 361 | 103.3478 |
|---|
| 362 | 102.6452 |
|---|
| 363 | 103.0213 |
|---|
| 364 | 102.7917 |
|---|
| 365 | 102.2251 |
|---|
| 366 | 101.3313 |
|---|
| +4.02% |
| 1.78 |
| 8 |
| 08.07 → 28.08 | Long | 87.5% | +3.72% | 1.76 | 8 |