Over 2017 to 2025 (9 years of data), LMTUSUSD has tended to move long between 12.07 and 10.09, closing higher in 77.8% of those years for an average +3.57% move and an annualized Sharpe of 0.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 10.09 | Long | 77.8% | +3.57% | 0.96 | 9 |
| 13.07 → 11.09 | Long | 77.8% | +3.43% | 0.93 | 9 |
| 13.07 → 10.09 | Long | 77.8% | +3.13% | 0.85 | 9 |
| 10.07 → 13.07 | Long | 77.8% | +0.71% | 3.27 | 9 |
| 08.07 → 14.07 | Long | 77.8% | +0.57% | 1.63 | 9 |
| 10.07 → 28.08 | Long | 66.7% | +5.49% | 1.75 | 9 |
| 10.07 → 29.08 | Long | 66.7% | +5.35% | 1.68 | 9 |
| 08.07 → 28.08 | Long | 66.7% | +5.34% | 1.82 | 9 |