Over 2018 to 2025 (8 years of data), XLNXUSUSD has tended to move long between 08.07 and 29.07, closing higher in 50.0% of those years for an average +4.05% move and an annualized Sharpe of 3.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 29.07 | Long | 50.0% | +4.05% | 3.77 | 8 |
| 08.07 → 28.07 | Long | 50.0% | +3.74% | 3.96 | 8 |
| 07.07 → 29.07 | Long | 50.0% | +3.70% | 3.60 | 8 |
| 11.07 → 29.07 | Long | 50.0% | +3.55% | 3.63 | 8 |
| 07.07 → 28.07 | Long | 50.0% | +3.40% | 3.61 | 8 |
| 09.07 → 29.07 | Long | 50.0% | +3.40% | 3.48 | 8 |
| 10.07 → 29.07 | Long | 50.0% | +3.40% | 3.61 | 8 |
| 11.07 → 28.07 | Long | 50.0% | +3.25% | 3.86 | 8 |