

Over 2017 to 2025 (9 years of data), XLVUSUSD has tended to move long between 16.07 and 28.07, closing higher in 100.0% of those years for an average +1.64% move and an annualized Sharpe of 11.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.07 → 28.07 | Long | 100.0% | +1.64% | 11.02 | 8 |
| 16.07 → 29.07 | Long | 100.0% | +1.59% | 10.59 | 8 |
| 17.07 → 28.07 | Long | 100.0% | +1.56% | 8.53 | 8 |
| 17.07 → 29.07 | Long | 100.0% | +1.51% | 7.76 | 8 |
| 16.07 → 27.07 | Long | 100.0% | +1.49% | 11.95 | 8 |
| 16.07 → 26.07 | Long | 100.0% | +1.48% | 9.74 | 8 |
| 17.07 → 27.07 | Long | 100.0% | +1.41% | 9.48 | 8 |
| 16.07 → 30.07 | Long | 100.0% | +1.36% | 8.18 | 8 |