Over 2022 to 2025 (4 years of data), LEAUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +5.47% move and an annualized Sharpe of 9.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +5.47% | 9.12 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +5.29% | 9.63 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +4.88% | 7.02 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +4.88% | 6.98 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +4.71% | 6.82 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +4.71% | 6.67 | 4 |
| 07.07 → 20.07 | Long | 100.0% | +4.62% | 6.68 | 4 |
| 11.07 → 23.07 | Long | 100.0% | +4.51% | 4.68 | 4 |