Over 2017 to 2025 (9 years of data), XOPUSUSD has tended to move short between 09.07 and 07.09, closing higher in 77.8% of those years for an average +1.81% move and an annualized Sharpe of 0.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 07.09 | Short | 77.8% | +1.81% | 0.37 | 9 |
| 12.07 → 10.09 | Short | 77.8% | +1.66% | 0.33 | 9 |
| 13.07 → 07.09 | Short | 77.8% | +1.63% | 0.32 | 9 |
| 13.07 → 10.09 | Short | 77.8% | +1.57% | 0.30 | 9 |
| 13.07 → 06.09 | Short | 77.8% | +1.46% | 0.31 | 9 |
| 11.07 → 08.09 | Short | 77.8% | +1.35% | 0.27 | 9 |
| 12.07 → 08.09 | Short | 77.8% | +1.29% | 0.26 | 9 |
| 13.07 → 08.09 | Short | 77.8% | +1.20% | 0.23 | 9 |