Over 2022 to 2025 (4 years of data), XPOUSUSD has tended to move long between 16.07 and 16.08, closing higher in 100.0% of those years for an average +13.31% move and an annualized Sharpe of 4.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.07 → 16.08 | Long | 100.0% | +13.31% | 4.43 | 4 |
| 12.07 → 25.08 | Long | 100.0% | +13.29% | 5.50 | 4 |
| 14.07 → 25.08 | Long | 100.0% | +13.18% | 5.14 | 4 |
| 11.07 → 25.08 | Long | 100.0% | +13.17% | 4.99 | 4 |
| 13.07 → 25.08 | Long | 100.0% | +12.98% | 5.54 | 4 |
| 15.07 → 25.08 | Long | 100.0% | +12.74% | 5.36 | 4 |
| 12.07 → 26.08 | Long | 100.0% | +12.68% | 6.19 | 4 |
| 16.07 → 13.08 | Long | 100.0% | +12.68% | 4.22 | 4 |