Over 2017 to 2025 (9 years of data), LLYUSUSD has tended to move short between 27.08 and 26.09, closing higher in 77.8% of those years for an average +1.76% move and an annualized Sharpe of 1.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 26.09 | Short | 77.8% | +1.76% | 1.21 | 9 |
| 27.08 → 25.09 | Short | 77.8% | +1.58% | 1.10 | 9 |
| 24.08 → 09.09 | Long | 77.8% | +0.97% | 0.90 | 9 |
| 24.08 → 02.09 | Long | 77.8% | +0.32% | 0.86 | 9 |
| 22.08 → 02.09 | Long | 77.8% | +0.07% | 0.14 | 9 |
| 23.08 → 02.09 | Long | 77.8% | -0.21% | -0.44 | 9 |
| 24.08 → 09.10 | Long | 66.7% | +3.72% | 1.19 | 9 |
| 26.08 → 09.10 | Long | 66.7% | +3.67% | 1.15 | 9 |