Over 2017 to 2025 (9 years of data), XLUUSUSD has tended to move long between 09.07 and 19.08, closing higher in 87.5% of those years for an average +5.46% move and an annualized Sharpe of 3.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 19.08 | Long | 87.5% | +5.46% | 3.91 | 8 |
| 09.07 → 18.08 | Long | 87.5% | +5.29% | 4.00 | 8 |
| 07.07 → 19.08 | Long | 87.5% | +5.23% | 3.45 | 8 |
| 10.07 → 19.08 | Long | 87.5% | +5.23% | 3.78 | 8 |
| 08.07 → 19.08 | Long | 87.5% | +5.19% | 3.53 | 8 |
| 09.07 → 20.08 | Long | 87.5% | +5.13% | 3.56 | 8 |
| 09.07 → 16.08 | Long | 87.5% | +5.11% | 3.82 | 8 |
| 09.07 → 17.08 | Long | 87.5% | +5.09% | 3.81 | 8 |