Over 2017 to 2025 (9 years of data), LLYUSUSD has tended to move long between 12.07 and 23.07, closing higher in 77.8% of those years for an average +1.29% move and an annualized Sharpe of 2.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 23.07 | Long | 77.8% | +1.29% | 2.29 | 9 |
| 09.07 → 02.08 | Short | 77.8% | +1.14% | 0.52 | 9 |
| 13.07 → 23.07 | Long | 77.8% | +1.05% | 1.83 | 9 |
| 09.07 → 17.07 | Short | 77.8% | +1.02% | 3.14 | 9 |
| 12.07 → 15.07 | Long | 77.8% | +0.95% | 9.11 | 9 |
| 12.07 → 22.07 | Long | 77.8% | +0.71% | 1.33 | 9 |
| 08.07 → 17.07 | Short | 77.8% | +0.63% | 2.15 | 9 |
| 07.07 → 17.07 | Short | 77.8% | +0.24% | 0.83 | 9 |