Over 2023 to 2025 (3 years of data), XLMGBP has tended to move short between 13.08 and 10.10, closing higher in 100.0% of those years for an average +19.95% move and an annualized Sharpe of 6.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.08 → 10.10 | Short | 100.0% | +19.95% | 6.03 | 3 |
| 14.08 → 10.10 | Short | 100.0% | +19.86% | 5.93 | 3 |
| 12.08 → 10.10 | Short | 100.0% | +18.80% | 6.17 | 3 |
| 13.08 → 11.10 | Short | 100.0% | +18.20% | 7.23 | 3 |
| 14.08 → 11.10 | Short | 100.0% | +18.11% | 7.06 | 3 |
| 15.08 → 10.10 | Short | 100.0% | +17.34% | 5.76 | 3 |
| 14.08 → 13.10 | Short | 100.0% | +17.09% | 4.93 | 3 |
| 12.08 → 11.10 | Short | 100.0% | +16.97% | 6.73 | 3 |