Over 2021 to 2025 (5 years of data), XPTCMDUSD has tended to move long between 23.08 and 19.09, closing higher in 100.0% of those years for an average +3.95% move and an annualized Sharpe of 10.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 19.09 | Long | 100.0% | +3.95% | 10.15 | 4 |
| 21.08 → 19.09 | Long | 100.0% | +3.94% | 13.25 | 4 |
| 23.08 → 20.09 | Long | 100.0% | +3.60% | 5.55 | 4 |
| 21.08 → 20.09 | Long | 100.0% | +3.59% | 6.50 | 4 |
| 22.08 → 19.09 | Long | 100.0% | +3.36% | 9.51 | 4 |
| 25.08 → 19.09 | Long | 100.0% | +3.21% | 5.66 | 4 |
| 21.08 → 16.09 | Long | 100.0% | +3.19% | 12.63 | 4 |
| 23.08 → 16.09 | Long | 100.0% | +3.19% | 11.94 | 4 |