Over 2022 to 2025 (4 years of data), LKQUSUSD has tended to move short between 13.07 and 07.08, closing higher in 75.0% of those years for an average +8.46% move and an annualized Sharpe of 2.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 07.08 | Short | 75.0% | +8.46% | 2.68 | 4 |
| 12.07 → 07.08 | Short | 75.0% | +8.34% | 2.63 | 4 |
| 13.07 → 11.09 | Short | 75.0% | +8.22% | 2.10 | 4 |
| 13.07 → 05.09 | Short | 75.0% | +8.06% | 2.84 | 4 |
| 13.07 → 08.08 | Short | 75.0% | +7.99% | 2.50 | 4 |
| 10.07 → 07.08 | Short | 75.0% | +7.98% | 2.53 | 4 |
| 12.07 → 05.09 | Short | 75.0% | +7.91% | 2.69 | 4 |
| 12.07 → 08.08 | Short | 75.0% | +7.87% | 2.44 | 4 |