Over 2021 to 2025 (5 years of data), XPDCMDUSD has tended to move short between 11.07 and 06.09, closing higher in 100.0% of those years for an average +8.80% move and an annualized Sharpe of 4.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 06.09 | Short | 100.0% | +8.80% | 4.60 | 5 |
| 11.07 → 07.09 | Short | 100.0% | +8.54% | 3.26 | 5 |
| 11.07 → 05.09 | Short | 100.0% | +8.27% | 4.82 | 5 |
| 12.07 → 05.09 | Short | 100.0% | +8.17% | 4.07 | 5 |
| 12.07 → 21.08 | Short | 100.0% | +7.99% | 3.43 | 5 |
| 11.07 → 04.09 | Short | 100.0% | +7.91% | 4.59 | 5 |
| 10.07 → 06.09 | Short | 100.0% | +7.67% | 4.10 | 5 |
| 09.07 → 06.09 | Short | 100.0% | +7.42% | 3.39 | 5 |