Over 2018 to 2025 (8 years of data), XRESUSUSD has tended to move long between 09.07 and 09.08, closing higher in 100.0% of those years for an average +3.21% move and an annualized Sharpe of 3.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 09.08 | Long | 100.0% | +3.21% | 3.47 | 8 |
| 07.07 → 30.07 | Long | 100.0% | +2.68% | 3.94 | 8 |
| 09.07 → 02.09 | Long | 87.5% | +4.15% | 2.56 | 8 |
| 08.07 → 02.09 | Long | 87.5% | +4.09% | 2.32 | 8 |
| 09.07 → 03.09 | Long | 87.5% | +4.09% | 2.34 | 8 |
| 09.07 → 07.09 | Long | 87.5% | +4.05% | 2.39 | 8 |
| 08.07 → 03.09 | Long | 87.5% | +4.04% | 2.13 | 8 |
| 09.07 → 05.09 | Long | 87.5% | +3.87% | 2.07 | 8 |