United States
Over 2018 to 2025 (8 years of data), XLNXUSUSD has tended to move long between 08.10 and 28.11, closing higher in 100.0% of those years for an average +26.18% move and an annualized Sharpe of 3.98.
Best window
08.10 - 28.11
Direction
Long
Win rate
100.0%
Avg return
+26.18%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 28.11 | Long | 100.0% | +26.18% | 3.98 | 4 |
| 08.10 → 29.11 | Long | 100.0% | +26.02% | 3.87 | 4 |
| 10.10 → 28.11 | Long | 100.0% |
| +24.11% |
| 3.88 |
| 4 |
| 10.10 → 29.11 | Long | 100.0% | +23.95% | 3.78 | 4 |
| 08.10 → 27.11 | Long | 100.0% | +23.49% | 3.75 | 4 |
| 09.10 → 28.11 | Long | 100.0% | +22.77% | 3.62 | 4 |
| 09.10 → 29.11 | Long | 100.0% | +22.62% | 3.52 | 4 |
| 08.10 → 06.12 | Long | 100.0% | +22.53% | 3.51 | 4 |