United States ETFs
Over 2017 to 2025 (9 years of data), XOPUSUSD has tended to move short between 09.10 and 18.10, closing higher in 88.9% of those years for an average +1.91% move and an annualized Sharpe of 2.95.
Best window
09.10 - 18.10
Direction
Short
Win rate
88.9%
Avg return
+1.91%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 18.10 | Short | 88.9% | +1.91% | 2.95 | 9 |
| 12.10 → 24.11 | Long | 77.8% | +4.46% | 0.97 | 9 |
| 13.10 → 24.11 | Long | 77.8% |
| +4.28% |
| 0.94 |
| 9 |
| 11.10 → 07.11 | Long | 77.8% | +4.10% | 2.16 | 9 |
| 12.10 → 25.11 | Long | 77.8% | +3.79% | 0.84 | 9 |
| 12.10 → 08.11 | Long | 77.8% | +3.73% | 1.70 | 9 |
| 13.10 → 25.11 | Long | 77.8% | +3.62% | 0.81 | 9 |
| 13.10 → 08.11 | Long | 77.8% | +3.57% | 1.64 | 9 |