Over 2022 to 2025 (4 years of data), XPOUSUSD has tended to move long between 11.07 and 24.08, closing higher in 100.0% of those years for an average +14.66% move and an annualized Sharpe of 5.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 24.08 | Long | 100.0% | +14.66% | 5.26 | 4 |
| 12.07 → 24.08 | Long | 100.0% | +14.52% | 5.58 | 4 |
| 10.07 → 24.08 | Long | 100.0% | +14.37% | 4.71 | 4 |
| 11.07 → 23.08 | Long | 100.0% | +14.15% | 6.16 | 4 |
| 12.07 → 23.08 | Long | 100.0% | +14.01% | 6.62 | 4 |
| 09.07 → 24.08 | Long | 100.0% | +13.94% | 5.03 | 4 |
| 10.07 → 23.08 | Long | 100.0% | +13.89% | 5.09 | 4 |
| 13.07 → 24.08 | Long | 100.0% | +13.83% | 5.27 | 4 |