Over 2017 to 2025 (9 years of data), XOMUSUSD has tended to move long between 16.08 and 07.10, closing higher in 88.9% of those years for an average +3.34% move and an annualized Sharpe of 0.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 07.10 | Long | 88.9% | +3.34% | 0.92 | 9 |
| 16.08 → 05.10 | Long | 88.9% | +3.04% | 0.88 | 9 |
| 15.08 → 07.10 | Long | 88.9% | +3.03% | 0.81 | 9 |
| 18.08 → 04.10 | Long | 88.9% | +2.97% | 0.92 | 9 |
| 16.08 → 04.10 | Long | 88.9% | +2.94% | 0.87 | 9 |
| 17.08 → 04.10 | Long | 88.9% | +2.94% | 0.87 | 9 |
| 18.08 → 13.10 | Long | 88.9% | +2.78% | 0.83 | 9 |
| 16.08 → 10.10 | Long | 88.9% | +2.76% | 0.84 | 9 |