Over 2022 to 2025 (4 years of data), XPOUSUSD has tended to move short between 25.08 and 26.09, closing higher in 100.0% of those years for an average +11.23% move and an annualized Sharpe of 5.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 26.09 | Short | 100.0% | +11.23% | 5.04 | 4 |
| 26.08 → 26.09 | Short | 100.0% | +11.06% | 4.34 | 4 |
| 24.08 → 26.09 | Short | 100.0% | +10.64% | 5.64 | 4 |
| 23.08 → 26.09 | Short | 100.0% | +9.60% | 4.88 | 4 |
| 27.08 → 26.09 | Short | 100.0% | +9.23% | 4.89 | 4 |
| 24.08 → 25.09 | Short | 100.0% | +8.84% | 4.15 | 4 |
| 25.08 → 22.09 | Short | 100.0% | +8.73% | 4.57 | 4 |
| 24.08 → 24.09 | Short | 100.0% | +8.56% | 4.06 | 4 |