Over 2022 to 2025 (4 years of data), LNCUSUSD has tended to move long between 10.07 and 30.07, closing higher in 100.0% of those years for an average +10.16% move and an annualized Sharpe of 46.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 30.07 | Long | 100.0% | +10.16% | 46.01 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +10.10% | 29.96 | 4 |
| 10.07 → 31.07 | Long | 100.0% | +8.89% | 36.90 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +8.83% | 24.78 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +8.83% | 21.58 | 4 |
| 12.07 → 30.07 | Long | 100.0% | +8.73% | 15.09 | 4 |
| 13.07 → 30.07 | Long | 100.0% | +8.66% | 9.58 | 4 |
| 10.07 → 01.08 | Long | 100.0% | +8.63% | 19.06 | 4 |