Metals
Over 2021 to 2025 (5 years of data), XPDCMDUSD has tended to move short between 11.10 and 30.11, closing higher in 100.0% of those years for an average +10.71% move and an annualized Sharpe of 5.14.
Best window
11.10 - 30.11
Direction
Short
Win rate
100.0%
Avg return
+10.71%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 30.11 | Short | 100.0% | +10.71% | 5.14 | 5 |
| 11.10 → 01.12 | Short | 100.0% | +10.46% | 5.09 | 5 |
| 11.10 → 29.11 | Short | 100.0% |
| +10.42% |
| 5.40 |
| 5 |
| 11.10 → 04.12 | Short | 100.0% | +10.32% | 4.82 | 5 |
| 11.10 → 26.11 | Short | 100.0% | +10.15% | 4.87 | 5 |
| 12.10 → 30.11 | Short | 100.0% | +9.61% | 4.52 | 5 |
| 11.10 → 25.11 | Short | 100.0% | +9.59% | 7.30 | 5 |
| 10.10 → 30.11 | Short | 100.0% | +9.52% | 4.27 | 5 |