Over 2021 to 2025 (5 years of data), XPTCMDUSD has tended to move long between 08.09 and 29.10, closing higher in 100.0% of those years for an average +10.53% move and an annualized Sharpe of 5.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 29.10 | Long | 100.0% | +10.53% | 5.95 | 4 |
| 08.09 → 28.10 | Long | 100.0% | +10.45% | 6.57 | 4 |
| 09.09 → 29.10 | Long | 100.0% | +10.11% | 6.30 | 4 |
| 08.09 → 27.10 | Long | 100.0% | +10.05% | 4.73 | 4 |
| 09.09 → 28.10 | Long | 100.0% | +10.01% | 7.74 | 4 |
| 08.09 → 26.10 | Long | 100.0% | +9.89% | 4.81 | 4 |
| 08.09 → 30.10 | Long | 100.0% | +9.86% | 5.30 | 4 |
| 10.09 → 29.10 | Long | 100.0% | +9.80% | 6.16 | 4 |