

Metals
Over 2021 to 2025 (5 years of data), XPTCMDUSD has tended to move long between 12.10 and 16.10, closing higher in 100.0% of those years for an average +3.21% move and an annualized Sharpe of 13.47.
Best window
12.10 - 16.10
Direction
Long
Win rate
100.0%
Avg return
+3.21%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 16.10 | Long | 100.0% | +3.21% | 13.47 | 4 |
| 11.10 → 16.10 | Long | 100.0% | +3.06% | 12.23 | 4 |
| 09.10 → 16.10 | Long | 100.0% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.5156 |
| 3 | 100.678 |
| 4 | 101.391 |
| 5 | 101.4945 |
| 6 | 103.3405 |
| 7 | 102.7116 |
| 8 | 102.2794 |
| 9 | 101.6791 |
| 10 | 101.3724 |
| 11 | 102.2552 |
| 12 | 102.1436 |
| 13 | 101.5031 |
| 14 | 100.9967 |
| 15 | 101.4802 |
| 16 | 100.3688 |
| 17 | 100.2259 |
| 18 | 101.1951 |
| 19 | 101.5705 |
| 20 | 103.0329 |
| 21 | 102.4938 |
| 22 | 104.449 |
| 23 | 105.4741 |
| 24 | 105.6097 |
| 25 | 105.122 |
| 26 | 104.1361 |
| 27 | 103.8895 |
| 28 | 103.8284 |
| 29 | 104.4251 |
| 30 | 101.01 |
| 31 | 101.5059 |
| 32 | 100.4558 |
| 33 | 101.1658 |
| 34 | 99.9525 |
| 35 | 100.295 |
| 36 | 97.178 |
| 37 | 99.2287 |
| 38 | 98.5715 |
| 39 | 99.1381 |
| 40 | 98.109 |
| 41 | 98.1634 |
| 42 | 98.506 |
| 43 | 97.9704 |
| 44 | 98.6722 |
| 45 | 97.6478 |
| 46 | 97.3061 |
| 47 | 98.1299 |
| 48 | 98.3403 |
| 49 | 98.5238 |
| 50 | 97.8783 |
| 51 | 99.4306 |
| 52 | 99.2608 |
| 53 | 100.0121 |
| 54 | 99.8831 |
| 55 | 98.117 |
| 56 | 99.0952 |
| 57 | 98.5381 |
| 58 | 99.8193 |
| 59 | 99.4676 |
| 60 | 100.1676 |
| 61 | 100.1467 |
| 62 | 98.981 |
| 63 | 100.497 |
| 64 | 100.3806 |
| 65 | 100.7141 |
| 66 | 99.7071 |
| 67 | 99.8818 |
| 68 | 99.874 |
| 69 | 99.974 |
| 70 | 100.2139 |
| 71 | 100.8858 |
| 72 | 100.1851 |
| 73 | 99.6194 |
| 74 | 97.705 |
| 75 | 99.9142 |
| 76 | 100.3622 |
| 77 | 99.2715 |
| 78 | 98.0444 |
| 79 | 97.0606 |
| 80 | 97.1808 |
| 81 | 96.9871 |
| 82 | 96.7314 |
| 83 | 97.4398 |
| 84 | 96.8324 |
| 85 | 96.0002 |
| 86 | 96.6482 |
| 87 | 95.6949 |
| 88 | 95.6324 |
| 89 | 96.8784 |
| 90 | 98.0693 |
| 91 | 97.7074 |
| 92 | 97.3846 |
| 93 | 97.1643 |
| 94 | 97.3255 |
| 95 | 96.0054 |
| 96 | 95.5808 |
| 97 | 96.6776 |
| 98 | 96.6254 |
| 99 | 98.7501 |
| 100 | 98.2648 |
| 101 | 98.3873 |
| 102 | 98.6684 |
| 103 | 100.3494 |
| 104 | 100.5755 |
| 105 | 101.1222 |
| 106 | 100.8106 |
| 107 | 100.9261 |
| 108 | 101.4896 |
| 109 | 100.6928 |
| 110 | 100.7859 |
| 111 | 100.4537 |
| 112 | 99.4575 |
| 113 | 98.9558 |
| 114 | 98.1385 |
| 115 | 97.7939 |
| 116 | 97.93 |
| 117 | 97.5117 |
| 118 | 97.3397 |
| 119 | 96.9654 |
| 120 | 98.4122 |
| 121 | 97.8185 |
| 122 | 98.3299 |
| 123 | 98.8767 |
| 124 | 98.5261 |
| 125 | 98.6652 |
| 126 | 99.7053 |
| 127 | 99.1854 |
| 128 | 100.1964 |
| 129 | 100.8945 |
| 130 | 101.2209 |
| 131 | 103.0406 |
| 132 | 100.4917 |
| 133 | 100.8561 |
| 134 | 100.0288 |
| 135 | 100.473 |
| 136 | 100.6454 |
| 137 | 100.9618 |
| 138 | 100.6421 |
| 139 | 101.2693 |
| 140 | 102.5901 |
| 141 | 102.4409 |
| 142 | 102.2919 |
| 143 | 101.6741 |
| 144 | 101.0532 |
| 145 | 101.0134 |
| 146 | 101.0299 |
| 147 | 100.6363 |
| 148 | 100.898 |
| 149 | 101.2397 |
| 150 | 100.2711 |
| 151 | 99.9638 |
| 152 | 101.0564 |
| 153 | 101.8032 |
| 154 | 101.2031 |
| 155 | 101.3375 |
| 156 | 100.935 |
| 157 | 101.8235 |
| 158 | 101.7052 |
| 159 | 100.1477 |
| 160 | 99.7439 |
| 161 | 98.9071 |
| 162 | 100.4051 |
| 163 | 100.3443 |
| 164 | 97.8295 |
| 165 | 97.9048 |
| 166 | 99.0576 |
| 167 | 99.7248 |
| 168 | 99.0788 |
| 169 | 99.6156 |
| 170 | 98.9515 |
| 171 | 98.1701 |
| 172 | 98.1812 |
| 173 | 97.8549 |
| 174 | 97.904 |
| 175 | 97.3052 |
| 176 | 98.3577 |
| 177 | 99.2564 |
| 178 | 98.526 |
| 179 | 98.0686 |
| 180 | 97.6529 |
| 181 | 96.9269 |
| 182 | 97.0177 |
| 183 | 98.0964 |
| 184 | 98.3085 |
| 185 | 98.7501 |
| 186 | 98.3313 |
| 187 | 98.3342 |
| 188 | 98.6374 |
| 189 | 99.0652 |
| 190 | 98.7244 |
| 191 | 99.1354 |
| 192 | 99.3797 |
| 193 | 99.404 |
| 194 | 99.7041 |
| 195 | 99.0515 |
| 196 | 99.0394 |
| 197 | 99.2913 |
| 198 | 100.3472 |
| 199 | 100.3643 |
| 200 | 99.6777 |
| 201 | 98.9206 |
| 202 | 99.894 |
| 203 | 99.8984 |
| 204 | 99.0704 |
| 205 | 98.7807 |
| 206 | 99.0657 |
| 207 | 98.5829 |
| 208 | 98.5282 |
| 209 | 98.2997 |
| 210 | 98.4761 |
| 211 | 97.2575 |
| 212 | 97.5379 |
| 213 | 98.2216 |
| 214 | 97.1507 |
| 215 | 97.053 |
| 216 | 98.2833 |
| 217 | 97.9899 |
| 218 | 97.5698 |
| 219 | 97.4008 |
| 220 | 97.0893 |
| 221 | 97.1219 |
| 222 | 97.4091 |
| 223 | 97.7938 |
| 224 | 98.0141 |
| 225 | 98.4544 |
| 226 | 98.2137 |
| 227 | 96.7595 |
| 228 | 97.3445 |
| 229 | 97.3579 |
| 230 | 97.3239 |
| 231 | 96.5466 |
| 232 | 97.0887 |
| 233 | 96.9852 |
| 234 | 97.3183 |
| 235 | 97.2249 |
| 236 | 97.5092 |
| 237 | 97.51 |
| 238 | 97.1872 |
| 239 | 97.0716 |
| 240 | 97.6784 |
| 241 | 97.5702 |
| 242 | 97.1399 |
| 243 | 96.4701 |
| 244 | 96.8412 |
| 245 | 96.9648 |
| 246 | 97.2356 |
| 247 | 95.7918 |
| 248 | 95.615 |
| 249 | 95.7611 |
| 250 | 95.9271 |
| 251 | 96.1701 |
| 252 | 96.0892 |
| 253 | 96.8499 |
| 254 | 96.6566 |
| 255 | 98.0692 |
| 256 | 97.7846 |
| 257 | 98.9724 |
| 258 | 99.3814 |
| 259 | 99.3858 |
| 260 | 98.7639 |
| 261 | 99.1867 |
| 262 | 99.618 |
| 263 | 99.6875 |
| 264 | 99.2336 |
| 265 | 99.2857 |
| 266 | 99.209 |
| 267 | 99.0924 |
| 268 | 100.3312 |
| 269 | 100.3908 |
| 270 | 100.2966 |
| 271 | 101.0429 |
| 272 | 101.4505 |
| 273 | 101.1073 |
| 274 | 100.3073 |
| 275 | 99.9316 |
| 276 | 101.6229 |
| 277 | 101.9674 |
| 278 | 101.671 |
| 279 | 101.9788 |
| 280 | 101.8978 |
| 281 | 101.7069 |
| 282 | 101.5246 |
| 283 | 100.3677 |
| 284 | 100.6748 |
| 285 | 100.7322 |
| 286 | 102.0568 |
| 287 | 101.4058 |
| 288 | 102.1505 |
| 289 | 103.0062 |
| 290 | 102.1938 |
| 291 | 101.6769 |
| 292 | 101.4577 |
| 293 | 102.7509 |
| 294 | 101.5071 |
| 295 | 101.9502 |
| 296 | 102.8463 |
| 297 | 102.3158 |
| 298 | 102.4742 |
| 299 | 103.3648 |
| 300 | 103.3402 |
| 301 | 103.0598 |
| 302 | 103.2988 |
| 303 | 104.717 |
| 304 | 102.8165 |
| 305 | 102.7182 |
| 306 | 102.3427 |
| 307 | 102.2646 |
| 308 | 102.7268 |
| 309 | 102.7787 |
| 310 | 102.1093 |
| 311 | 102.349 |
| 312 | 102.5037 |
| 313 | 101.5205 |
| 314 | 102.4561 |
| 315 | 102.5871 |
| 316 | 102.798 |
| 317 | 102.4971 |
| 318 | 101.854 |
| 319 | 102.1777 |
| 320 | 101.909 |
| 321 | 101.4052 |
| 322 | 101.4225 |
| 323 | 102.0631 |
| 324 | 102.1748 |
| 325 | 102.3317 |
| 326 | 102.3617 |
| 327 | 102.5203 |
| 328 | 102.9536 |
| 329 | 102.8992 |
| 330 | 102.5012 |
| 331 | 102.5326 |
| 332 | 104.0257 |
| 333 | 104.1208 |
| 334 | 105.3509 |
| 335 | 105.2604 |
| 336 | 104.4421 |
| 337 | 104.8575 |
| 338 | 104.286 |
| 339 | 103.2075 |
| 340 | 102.6527 |
| 341 | 103.1111 |
| 342 | 103.545 |
| 343 | 104.552 |
| 344 | 104.4337 |
| 345 | 104.5113 |
| 346 | 105.3791 |
| 347 | 106.315 |
| 348 | 106.0372 |
| 349 | 105.7113 |
| 350 | 106.1928 |
| 351 | 107.0946 |
| 352 | 107.7121 |
| 353 | 107.535 |
| 354 | 108.2858 |
| 355 | 108.8489 |
| 356 | 110.111 |
| 357 | 113.4694 |
| 358 | 112.9954 |
| 359 | 113.9745 |
| 360 | 115.6404 |
| 361 | 115.8401 |
| 362 | 114.8287 |
| 363 | 111.9489 |
| 364 | 112.729 |
| 365 | 111.0277 |
| 366 | 110.3357 |
| +2.80% |
| 11.05 |
| 4 |
| 10.10 → 16.10 | Long | 100.0% | +2.71% | 8.87 | 4 |
| 08.10 → 16.10 | Long | 100.0% | +2.66% | 8.72 | 4 |
| 12.10 → 15.10 | Long | 100.0% | +1.92% | 16.99 | 4 |
| 12.10 → 20.10 | Long | 100.0% | +1.89% | 12.16 | 4 |
| 11.10 → 15.10 | Long | 100.0% | +1.77% | 26.21 | 4 |