United States
Over 2017 to 2025 (9 years of data), XOMUSUSD has tended to move long between 09.10 and 07.11, closing higher in 77.8% of those years for an average +2.83% move and an annualized Sharpe of 1.90.
Best window
09.10 - 07.11
Direction
Long
Win rate
77.8%
Avg return
+2.83%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 07.11 | Long | 77.8% | +2.83% | 1.90 | 9 |
| 09.10 → 08.11 | Long | 77.8% | +2.30% | 1.46 | 9 |
| 06.10 → 23.10 | Long | 77.8% |
| +1.78% |
| 1.93 |
| 9 |
| 06.10 → 22.10 | Long | 77.8% | +1.76% | 2.31 | 9 |
| 11.10 → 22.10 | Long | 77.8% | +1.56% | 2.55 | 9 |
| 09.10 → 16.10 | Short | 77.8% | +1.27% | 3.77 | 9 |
| 10.10 → 16.10 | Short | 77.8% | +1.16% | 4.72 | 9 |
| 09.10 → 13.11 | Long | 77.8% | +1.12% | 0.63 | 9 |