Over 2021 to 2025 (5 years of data), XPDCMDUSD has tended to move long between 22.08 and 29.08, closing higher in 100.0% of those years for an average +2.89% move and an annualized Sharpe of 6.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 29.08 | Long | 100.0% | +2.89% | 6.40 | 5 |
| 25.08 → 05.09 | Short | 100.0% | +1.66% | 11.20 | 5 |
| 25.08 → 04.09 | Short | 100.0% | +1.62% | 10.31 | 4 |
| 22.08 → 17.09 | Long | 80.0% | +3.64% | 1.36 | 5 |
| 23.08 → 31.08 | Long | 80.0% | +3.53% | 6.34 | 5 |
| 23.08 → 30.08 | Long | 80.0% | +3.43% | 6.77 | 5 |
| 27.08 → 12.09 | Long | 80.0% | +3.29% | 1.81 | 5 |
| 21.08 → 29.08 | Long | 80.0% | +3.17% | 5.68 | 5 |