Over 2020 to 2025 (6 years of data), XPEVUSUSD has tended to move long between 09.07 and 29.07, closing higher in 80.0% of those years for an average +12.24% move and an annualized Sharpe of 1.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 29.07 | Long | 80.0% | +12.24% | 1.66 | 5 |
| 07.07 → 29.07 | Long | 80.0% | +10.63% | 1.48 | 5 |
| 08.07 → 29.07 | Long | 80.0% | +10.30% | 1.45 | 5 |
| 10.07 → 29.07 | Long | 80.0% | +10.05% | 1.71 | 5 |
| 09.07 → 30.07 | Long | 80.0% | +7.93% | 1.34 | 5 |
| 09.07 → 25.07 | Long | 80.0% | +7.63% | 1.72 | 5 |
| 09.07 → 31.07 | Long | 80.0% | +7.00% | 1.26 | 5 |
| 11.07 → 18.08 | Short | 80.0% | +6.69% | 1.33 | 5 |