Over 2022 to 2025 (4 years of data), LHXUSUSD has tended to move long between 27.08 and 18.10, closing higher in 100.0% of those years for an average +4.45% move and an annualized Sharpe of 3.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 18.10 | Long | 100.0% | +4.45% | 3.93 | 4 |
| 28.08 → 18.10 | Long | 100.0% | +4.34% | 4.30 | 4 |
| 27.08 → 19.10 | Long | 100.0% | +4.26% | 3.63 | 4 |
| 24.08 → 18.10 | Long | 100.0% | +4.24% | 4.40 | 4 |
| 28.08 → 19.10 | Long | 100.0% | +4.15% | 3.93 | 4 |
| 24.08 → 19.10 | Long | 100.0% | +4.06% | 3.93 | 4 |
| 25.08 → 18.10 | Long | 100.0% | +4.06% | 3.97 | 4 |
| 25.08 → 19.10 | Long | 100.0% | +3.87% | 3.58 | 4 |