Over 2017 to 2025 (9 years of data), XLUUSUSD has tended to move long between 17.07 and 27.07, closing higher in 100.0% of those years for an average +1.18% move and an annualized Sharpe of 9.94.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 27.07 | Long | 100.0% | +1.18% | 9.94 | 8 |
| 17.07 → 14.09 | Long | 87.5% | +4.80% | 2.65 | 8 |
| 17.07 → 15.09 | Long | 87.5% | +4.51% | 2.66 | 8 |
| 17.07 → 13.09 | Long | 87.5% | +4.50% | 2.54 | 8 |
| 17.07 → 12.09 | Long | 87.5% | +4.49% | 2.29 | 8 |
| 21.07 → 14.09 | Long | 87.5% | +4.43% | 2.24 | 8 |
| 22.07 → 14.09 | Long | 87.5% | +4.38% | 2.19 | 8 |
| 18.07 → 15.09 | Long | 87.5% | +4.25% | 2.53 | 8 |