Over 2017 to 2025 (9 years of data), XOPUSUSD has tended to move long between 18.07 and 30.07, closing higher in 88.9% of those years for an average +3.68% move and an annualized Sharpe of 4.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.07 → 30.07 | Long | 88.9% | +3.68% | 4.48 | 9 |
| 19.07 → 30.07 | Long | 88.9% | +3.52% | 5.08 | 9 |
| 21.07 → 30.07 | Long | 88.9% | +1.91% | 4.30 | 9 |
| 18.07 → 29.07 | Long | 77.8% | +3.88% | 3.94 | 9 |
| 17.07 → 29.07 | Long | 77.8% | +3.82% | 3.30 | 9 |
| 19.07 → 29.07 | Long | 77.8% | +3.72% | 4.28 | 9 |
| 17.07 → 30.07 | Long | 77.8% | +3.60% | 3.83 | 9 |
| 18.07 → 31.07 | Long | 77.8% | +3.42% | 4.04 | 9 |