Over 2017 to 2025 (9 years of data), LENUSUSD has tended to move long between 07.07 and 13.08, closing higher in 88.9% of those years for an average +9.78% move and an annualized Sharpe of 3.36.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 13.08 | Long | 88.9% | +9.78% | 3.36 | 9 |
| 07.07 → 15.08 | Long | 88.9% | +9.71% | 3.13 | 9 |
| 07.07 → 14.08 | Long | 88.9% | +9.60% | 3.17 | 9 |
| 08.07 → 13.08 | Long | 88.9% | +8.81% | 3.28 | 9 |
| 07.07 → 07.08 | Long | 88.9% | +8.80% | 4.65 | 9 |
| 08.07 → 15.08 | Long | 88.9% | +8.75% | 3.03 | 9 |
| 08.07 → 14.08 | Long | 88.9% | +8.64% | 3.07 | 9 |
| 07.07 → 06.08 | Long | 88.9% | +8.48% | 4.16 | 9 |