Over 2021 to 2025 (5 years of data), XLMUSD has tended to move long between 08.07 and 13.08, closing higher in 100.0% of those years for an average +38.91% move and an annualized Sharpe of 5.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 13.08 | Long | 100.0% | +38.91% | 5.78 | 5 |
| 08.07 → 12.08 | Long | 100.0% | +38.52% | 5.62 | 5 |
| 07.07 → 13.08 | Long | 100.0% | +37.61% | 4.91 | 5 |
| 07.07 → 12.08 | Long | 100.0% | +37.50% | 4.49 | 5 |
| 08.07 → 14.08 | Long | 100.0% | +36.91% | 5.04 | 5 |
| 07.07 → 14.08 | Long | 100.0% | +35.66% | 4.31 | 5 |
| 08.07 → 10.08 | Long | 100.0% | +35.47% | 6.38 | 5 |
| 08.07 → 11.08 | Long | 100.0% | +35.15% | 5.32 | 5 |