Over 2021 to 2025 (5 years of data), XPDCMDUSD has tended to move short between 13.09 and 09.11, closing higher in 80.0% of those years for an average +6.62% move and an annualized Sharpe of 1.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.09 → 09.11 | Short | 80.0% | +6.62% | 1.27 | 5 |
| 13.09 → 10.11 | Short | 80.0% | +6.09% | 1.17 | 5 |
| 08.09 → 12.09 | Long | 80.0% | +5.45% | 5.41 | 5 |
| 14.09 → 09.11 | Short | 80.0% | +5.16% | 1.06 | 5 |
| 08.09 → 17.09 | Long | 80.0% | +5.13% | 2.64 | 5 |
| 09.09 → 12.09 | Long | 80.0% | +5.04% | 7.66 | 5 |
| 12.09 → 09.11 | Short | 80.0% | +4.83% | 0.99 | 5 |
| 09.09 → 17.09 | Long | 80.0% | +4.73% | 2.95 | 5 |