Over 2021 to 2025 (5 years of data), XLMUSD has tended to move short between 23.07 and 26.07, closing higher in 100.0% of those years for an average +4.33% move and an annualized Sharpe of 11.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 26.07 | Short | 100.0% | +4.33% | 11.48 | 5 |
| 23.07 → 21.09 | Short | 80.0% | +11.47% | 2.55 | 5 |
| 28.07 → 21.09 | Short | 80.0% | +10.01% | 2.30 | 5 |
| 24.07 → 21.09 | Short | 80.0% | +9.20% | 2.22 | 5 |
| 23.07 → 19.09 | Short | 80.0% | +8.68% | 1.94 | 5 |
| 23.07 → 30.08 | Short | 80.0% | +8.65% | 1.49 | 5 |
| 25.07 → 21.09 | Short | 80.0% | +8.40% | 2.51 | 5 |
| 23.07 → 18.09 | Short | 80.0% | +8.39% | 1.92 | 5 |