Over 2017 to 2025 (9 years of data), XOMUSUSD has tended to move short between 12.07 and 21.08, closing higher in 77.8% of those years for an average +2.72% move and an annualized Sharpe of 1.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 21.08 | Short | 77.8% | +2.72% | 1.16 | 9 |
| 12.07 → 06.09 | Short | 77.8% | +1.82% | 0.63 | 9 |
| 11.07 → 23.08 | Short | 77.8% | +1.77% | 0.61 | 9 |
| 12.07 → 05.09 | Short | 77.8% | +1.76% | 0.60 | 9 |
| 12.07 → 07.09 | Short | 77.8% | +1.60% | 0.52 | 9 |
| 12.07 → 08.09 | Short | 77.8% | +1.46% | 0.43 | 9 |
| 13.07 → 06.09 | Short | 77.8% | +1.37% | 0.43 | 9 |
| 12.07 → 20.07 | Short | 77.8% | +1.35% | 2.72 | 9 |