Over 2022 to 2025 (4 years of data), LNCUSUSD has tended to move short between 26.08 and 10.10, closing higher in 100.0% of those years for an average +6.01% move and an annualized Sharpe of 5.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 10.10 | Short | 100.0% | +6.01% | 5.35 | 4 |
| 26.08 → 08.10 | Short | 100.0% | +5.62% | 4.92 | 4 |
| 26.08 → 03.10 | Short | 100.0% | +5.59% | 5.85 | 4 |
| 26.08 → 27.09 | Short | 100.0% | +5.52% | 4.45 | 4 |
| 25.08 → 10.10 | Short | 100.0% | +5.49% | 4.88 | 4 |
| 27.08 → 10.10 | Short | 100.0% | +5.31% | 3.93 | 4 |
| 28.08 → 10.10 | Short | 100.0% | +5.23% | 4.03 | 4 |
| 26.08 → 07.10 | Short | 100.0% | +5.22% | 5.18 | 4 |