Over 2017 to 2025 (9 years of data), XUSUSD has tended to move long between 08.07 and 29.07, closing higher in 87.5% of those years for an average +11.53% move and an annualized Sharpe of 4.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 29.07 | Long | 87.5% | +11.53% | 4.60 | 8 |
| 10.07 → 29.07 | Long | 87.5% | +11.18% | 4.32 | 8 |
| 07.07 → 29.07 | Long | 87.5% | +10.59% | 4.17 | 8 |
| 08.07 → 30.07 | Long | 87.5% | +10.28% | 4.11 | 8 |
| 08.07 → 28.07 | Long | 87.5% | +10.23% | 4.32 | 8 |
| 09.07 → 29.07 | Long | 87.5% | +10.23% | 4.26 | 8 |
| 10.07 → 30.07 | Long | 87.5% | +9.91% | 3.87 | 8 |
| 10.07 → 28.07 | Long | 87.5% | +9.90% | 3.96 | 8 |