Over 2022 to 2025 (4 years of data), LAMRUSUSD has tended to move long between 22.07 and 29.07, closing higher in 100.0% of those years for an average +1.69% move and an annualized Sharpe of 6.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 29.07 | Long | 100.0% | +1.69% | 6.68 | 4 |
| 28.07 → 26.09 | Short | 75.0% | +4.17% | 0.96 | 4 |
| 26.07 → 29.07 | Long | 75.0% | +3.92% | 10.38 | 4 |
| 28.07 → 25.09 | Short | 75.0% | +3.72% | 0.90 | 4 |
| 26.07 → 30.07 | Long | 75.0% | +3.66% | 7.99 | 4 |
| 25.07 → 29.07 | Long | 75.0% | +3.58% | 11.64 | 4 |
| 27.07 → 30.07 | Long | 75.0% | +3.48% | 10.30 | 4 |
| 26.07 → 31.07 | Long | 75.0% | +3.43% | 6.33 | 4 |