Over 2022 to 2025 (4 years of data), LHXUSUSD has tended to move long between 13.07 and 25.07, closing higher in 100.0% of those years for an average +3.04% move and an annualized Sharpe of 9.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 25.07 | Long | 100.0% | +3.04% | 9.88 | 4 |
| 13.07 → 23.07 | Long | 100.0% | +2.96% | 12.13 | 4 |
| 13.07 → 24.07 | Long | 100.0% | +2.56% | 22.41 | 4 |
| 13.07 → 22.07 | Long | 100.0% | +2.31% | 14.99 | 4 |
| 13.07 → 16.07 | Long | 100.0% | +1.88% | 14.23 | 4 |
| 13.07 → 18.07 | Long | 100.0% | +1.75% | 22.53 | 4 |
| 13.07 → 21.07 | Long | 100.0% | +1.57% | 41.45 | 4 |
| 13.07 → 19.07 | Long | 100.0% | +1.49% | 26.43 | 4 |