Over 2017 to 2025 (9 years of data), XLPUSUSD has tended to move long between 08.07 and 15.08, closing higher in 100.0% of those years for an average +3.42% move and an annualized Sharpe of 4.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 15.08 | Long | 100.0% | +3.42% | 4.75 | 9 |
| 10.07 → 14.08 | Long | 100.0% | +2.91% | 3.88 | 9 |
| 09.07 → 14.08 | Long | 100.0% | +2.89% | 4.28 | 9 |
| 07.07 → 12.08 | Long | 100.0% | +2.83% | 3.56 | 9 |
| 08.07 → 14.08 | Long | 100.0% | +2.79% | 4.17 | 9 |
| 10.07 → 12.08 | Long | 100.0% | +2.74% | 3.99 | 9 |
| 09.07 → 12.08 | Long | 100.0% | +2.72% | 4.46 | 9 |
| 08.07 → 12.08 | Long | 100.0% | +2.62% | 4.36 | 9 |