Over 2023 to 2025 (3 years of data), XLMCHF has tended to move short between 11.09 and 10.10, closing higher in 100.0% of those years for an average +13.01% move and an annualized Sharpe of 5.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.09 → 10.10 | Short | 100.0% | +13.01% | 5.11 | 3 |
| 12.09 → 10.10 | Short | 100.0% | +12.67% | 5.23 | 3 |
| 11.09 → 02.11 | Short | 100.0% | +12.12% | 2.47 | 3 |
| 11.09 → 03.11 | Short | 100.0% | +12.07% | 2.44 | 3 |
| 10.09 → 10.10 | Short | 100.0% | +11.87% | 4.54 | 3 |
| 12.09 → 02.11 | Short | 100.0% | +11.51% | 2.07 | 3 |
| 12.09 → 03.11 | Short | 100.0% | +11.47% | 2.04 | 3 |
| 13.09 → 10.10 | Short | 100.0% | +11.20% | 6.62 | 3 |