Over 2022 to 2025 (4 years of data), LAMRUSUSD has tended to move long between 07.07 and 19.07, closing higher in 100.0% of those years for an average +4.75% move and an annualized Sharpe of 6.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 19.07 | Long | 100.0% | +4.75% | 6.59 | 4 |
| 09.07 → 19.07 | Long | 100.0% | +4.08% | 7.63 | 4 |
| 08.07 → 19.07 | Long | 100.0% | +3.91% | 7.02 | 4 |
| 07.07 → 18.07 | Long | 100.0% | +3.90% | 8.48 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +3.90% | 9.19 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +3.75% | 8.79 | 4 |
| 07.07 → 20.07 | Long | 100.0% | +3.70% | 5.27 | 4 |
| 13.07 → 22.07 | Long | 100.0% | +3.62% | 7.00 | 4 |