Over 2022 to 2025 (4 years of data), LEAUSUSD has tended to move short between 23.07 and 21.09, closing higher in 100.0% of those years for an average +7.93% move and an annualized Sharpe of 6.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 21.09 | Short | 100.0% | +7.93% | 6.12 | 4 |
| 22.07 → 20.09 | Short | 100.0% | +6.60% | 5.69 | 4 |
| 23.07 → 20.09 | Short | 100.0% | +6.56% | 6.24 | 4 |
| 22.07 → 16.09 | Short | 100.0% | +6.27% | 3.50 | 4 |
| 23.07 → 16.09 | Short | 100.0% | +6.23% | 3.68 | 4 |
| 23.07 → 14.09 | Short | 100.0% | +5.51% | 3.26 | 4 |
| 23.07 → 15.09 | Short | 100.0% | +5.51% | 3.18 | 4 |
| 23.07 → 13.09 | Short | 100.0% | +5.34% | 3.08 | 4 |