Over 2017 to 2025 (9 years of data), XLVUSUSD has tended to move long between 07.07 and 20.08, closing higher in 87.5% of those years for an average +3.80% move and an annualized Sharpe of 3.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 20.08 | Long | 87.5% | +3.80% | 3.85 | 8 |
| 07.07 → 19.08 | Long | 87.5% | +3.73% | 3.66 | 8 |
| 07.07 → 21.08 | Long | 87.5% | +3.68% | 3.41 | 8 |
| 07.07 → 18.08 | Long | 87.5% | +3.61% | 4.02 | 8 |
| 08.07 → 20.08 | Long | 87.5% | +3.59% | 4.01 | 8 |
| 12.07 → 20.08 | Long | 87.5% | +3.55% | 4.75 | 8 |
| 07.07 → 16.08 | Long | 87.5% | +3.53% | 3.52 | 8 |
| 08.07 → 19.08 | Long | 87.5% | +3.52% | 3.83 | 8 |