Over 2022 to 2025 (4 years of data), XYLUSUSD has tended to move long between 09.07 and 30.07, closing higher in 100.0% of those years for an average +7.67% move and an annualized Sharpe of 5.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 30.07 | Long | 100.0% | +7.67% | 5.03 | 4 |
| 13.07 → 28.07 | Long | 100.0% | +7.07% | 3.63 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +6.69% | 4.52 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +6.60% | 4.61 | 4 |
| 12.07 → 28.07 | Long | 100.0% | +6.54% | 3.40 | 4 |
| 13.07 → 27.07 | Long | 100.0% | +6.46% | 3.96 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +6.20% | 4.15 | 4 |
| 10.07 → 28.07 | Long | 100.0% | +6.13% | 3.66 | 4 |