Over 2022 to 2025 (4 years of data), LDOSUSUSD has tended to move long between 10.07 and 20.08, closing higher in 100.0% of those years for an average +6.56% move and an annualized Sharpe of 5.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 20.08 | Long | 100.0% | +6.56% | 5.04 | 4 |
| 09.07 → 20.08 | Long | 100.0% | +6.52% | 4.40 | 4 |
| 12.07 → 23.08 | Long | 100.0% | +6.51% | 4.62 | 4 |
| 13.07 → 23.08 | Long | 100.0% | +6.43% | 4.84 | 4 |
| 10.07 → 19.08 | Long | 100.0% | +6.41% | 5.13 | 4 |
| 09.07 → 19.08 | Long | 100.0% | +6.37% | 4.46 | 4 |
| 12.07 → 24.08 | Long | 100.0% | +6.34% | 4.63 | 4 |
| 12.07 → 20.08 | Long | 100.0% | +6.28% | 4.94 | 4 |