Over 2018 to 2025 (8 years of data), XLNXUSUSD has tended to move long between 24.08 and 02.09, closing higher in 100.0% of those years for an average +4.12% move and an annualized Sharpe of 10.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 02.09 | Long | 100.0% | +4.12% | 10.91 | 4 |
| 23.08 → 02.09 | Long | 100.0% | +3.91% | 8.56 | 4 |
| 25.08 → 02.09 | Long | 100.0% | +3.80% | 12.20 | 4 |
| 26.08 → 02.09 | Long | 100.0% | +3.54% | 15.27 | 4 |
| 24.08 → 01.09 | Long | 100.0% | +3.30% | 11.29 | 4 |
| 23.08 → 01.09 | Long | 100.0% | +3.09% | 8.41 | 4 |
| 24.08 → 31.08 | Long | 100.0% | +3.08% | 11.12 | 4 |
| 24.08 → 29.08 | Long | 100.0% | +3.02% | 11.19 | 4 |