Over 2021 to 2025 (5 years of data), XPTCMDUSD has tended to move short between 13.07 and 03.09, closing higher in 100.0% of those years for an average +4.81% move and an annualized Sharpe of 3.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 03.09 | Short | 100.0% | +4.81% | 3.76 | 4 |
| 11.07 → 05.09 | Short | 100.0% | +4.50% | 4.81 | 4 |
| 12.07 → 03.09 | Short | 100.0% | +4.43% | 2.72 | 4 |
| 10.07 → 04.09 | Short | 100.0% | +4.36% | 3.26 | 4 |
| 11.07 → 06.09 | Short | 100.0% | +4.28% | 3.61 | 4 |
| 10.07 → 05.09 | Short | 100.0% | +4.21% | 5.42 | 4 |
| 08.07 → 05.09 | Short | 100.0% | +4.04% | 2.39 | 4 |
| 10.07 → 06.09 | Short | 100.0% | +4.00% | 4.86 | 4 |