Over 2023 to 2025 (3 years of data), XLMCHF has tended to move long between 07.07 and 19.07, closing higher in 100.0% of those years for an average +59.15% move and an annualized Sharpe of 9.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 19.07 | Long | 100.0% | +59.15% | 9.73 | 3 |
| 07.07 → 20.07 | Long | 100.0% | +58.86% | 9.36 | 3 |
| 07.07 → 21.07 | Long | 100.0% | +58.48% | 9.14 | 3 |
| 07.07 → 18.07 | Long | 100.0% | +55.92% | 9.85 | 3 |
| 08.07 → 19.07 | Long | 100.0% | +54.56% | 10.97 | 3 |
| 08.07 → 20.07 | Long | 100.0% | +54.33% | 10.46 | 3 |
| 08.07 → 21.07 | Long | 100.0% | +53.96% | 10.21 | 3 |
| 07.07 → 26.07 | Long | 100.0% | +53.93% | 7.56 | 3 |