Over 2018 to 2025 (8 years of data), XLNXUSUSD has tended to move long between 22.07 and 30.07, closing higher in 75.0% of those years for an average +6.37% move and an annualized Sharpe of 7.94.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 30.07 | Long | 75.0% | +6.37% | 7.94 | 4 |
| 23.07 → 30.07 | Long | 75.0% | +5.33% | 7.09 | 4 |
| 25.07 → 30.07 | Long | 75.0% | +5.19% | 7.89 | 4 |
| 22.07 → 29.07 | Long | 75.0% | +5.16% | 8.70 | 4 |
| 22.07 → 02.09 | Long | 75.0% | +5.12% | 1.23 | 4 |
| 24.07 → 30.07 | Long | 75.0% | +4.84% | 5.95 | 4 |
| 22.07 → 01.09 | Long | 75.0% | +4.31% | 1.05 | 4 |
| 26.07 → 20.08 | Short | 75.0% | +4.19% | 1.91 | 4 |