Over 2023 to 2025 (3 years of data), XLMGBP has tended to move long between 07.07 and 19.07, closing higher in 100.0% of those years for an average +61.04% move and an annualized Sharpe of 9.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 19.07 | Long | 100.0% | +61.04% | 9.62 | 3 |
| 07.07 → 20.07 | Long | 100.0% | +60.74% | 9.33 | 3 |
| 07.07 → 21.07 | Long | 100.0% | +60.53% | 9.06 | 3 |
| 07.07 → 18.07 | Long | 100.0% | +57.98% | 9.79 | 3 |
| 08.07 → 19.07 | Long | 100.0% | +56.85% | 10.91 | 3 |
| 07.07 → 26.07 | Long | 100.0% | +56.66% | 7.61 | 3 |
| 08.07 → 20.07 | Long | 100.0% | +56.57% | 10.61 | 3 |
| 08.07 → 21.07 | Long | 100.0% | +56.37% | 10.28 | 3 |