Over 2022 to 2025 (4 years of data), LKQUSUSD has tended to move short between 22.08 and 21.10, closing higher in 100.0% of those years for an average +7.53% move and an annualized Sharpe of 22.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 21.10 | Short | 100.0% | +7.53% | 22.17 | 3 |
| 20.08 → 25.09 | Short | 100.0% | +7.26% | 5.16 | 4 |
| 22.08 → 25.09 | Short | 100.0% | +7.14% | 4.80 | 4 |
| 20.08 → 10.10 | Short | 100.0% | +6.90% | 6.51 | 4 |
| 20.08 → 26.09 | Short | 100.0% | +6.79% | 4.26 | 4 |
| 21.08 → 25.09 | Short | 100.0% | +6.79% | 4.47 | 4 |
| 22.08 → 10.10 | Short | 100.0% | +6.79% | 6.30 | 4 |
| 20.08 → 09.10 | Short | 100.0% | +6.71% | 8.62 | 4 |