United States
Over 2022 to 2025 (4 years of data), XPOUSUSD has tended to move long between 06.10 and 30.10, closing higher in 100.0% of those years for an average +10.77% move and an annualized Sharpe of 4.15.
Best window
06.10 - 30.10
Direction
Long
Win rate
100.0%
Avg return
+10.77%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 30.10 | Long | 100.0% | +10.77% | 4.15 | 4 |
| 06.10 → 31.10 | Long | 100.0% | +10.74% | 4.78 | 4 |
| 08.10 → 30.10 | Long | 100.0% |
| +9.43% |
| 3.48 |
| 4 |
| 07.10 → 30.10 | Long | 100.0% | +9.04% | 3.23 | 4 |
| 12.10 → 23.10 | Short | 100.0% | +5.04% | 11.19 | 4 |
| 06.10 → 09.10 | Long | 100.0% | +4.74% | 23.43 | 4 |
| 12.10 → 24.10 | Short | 100.0% | +4.59% | 7.86 | 4 |
| 11.10 → 23.10 | Short | 100.0% | +3.89% | 8.37 | 4 |