Over 2017 to 2025 (9 years of data), XLYUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +2.77% move and an annualized Sharpe of 7.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +2.77% | 7.05 | 8 |
| 08.07 → 22.07 | Long | 100.0% | +2.49% | 6.29 | 8 |
| 08.07 → 23.07 | Long | 100.0% | +2.14% | 6.20 | 8 |
| 09.07 → 22.07 | Long | 100.0% | +2.00% | 5.41 | 8 |
| 09.07 → 23.07 | Long | 100.0% | +1.65% | 4.83 | 8 |
| 07.07 → 04.09 | Long | 87.5% | +4.26% | 2.50 | 8 |
| 08.07 → 04.09 | Long | 87.5% | +3.98% | 2.20 | 8 |
| 09.07 → 04.09 | Long | 87.5% | +3.47% | 2.06 | 8 |