Over 2022 to 2025 (4 years of data), XYLUSUSD has tended to move short between 14.08 and 05.09, closing higher in 100.0% of those years for an average +4.77% move and an annualized Sharpe of 5.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 05.09 | Short | 100.0% | +4.77% | 5.52 | 4 |
| 14.08 → 06.09 | Short | 100.0% | +4.72% | 7.00 | 4 |
| 15.08 → 05.09 | Short | 100.0% | +4.38% | 4.88 | 4 |
| 13.08 → 05.09 | Short | 100.0% | +4.33% | 4.42 | 4 |
| 15.08 → 06.09 | Short | 100.0% | +4.32% | 5.87 | 4 |
| 13.08 → 06.09 | Short | 100.0% | +4.28% | 5.51 | 4 |
| 16.08 → 05.09 | Short | 100.0% | +4.05% | 4.37 | 4 |
| 17.08 → 05.09 | Short | 100.0% | +4.02% | 4.32 | 4 |