Over 2022 to 2025 (4 years of data), LNGUSUSD has tended to move long between 12.07 and 22.08, closing higher in 100.0% of those years for an average +12.90% move and an annualized Sharpe of 2.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 22.08 | Long | 100.0% | +12.90% | 2.31 | 4 |
| 13.07 → 22.08 | Long | 100.0% | +12.77% | 2.30 | 4 |
| 11.07 → 22.08 | Long | 100.0% | +12.62% | 2.34 | 4 |
| 12.07 → 27.08 | Long | 100.0% | +12.46% | 2.31 | 4 |
| 12.07 → 23.08 | Long | 100.0% | +12.33% | 2.15 | 4 |
| 13.07 → 27.08 | Long | 100.0% | +12.33% | 2.30 | 4 |
| 10.07 → 22.08 | Long | 100.0% | +12.27% | 2.65 | 4 |
| 12.07 → 24.08 | Long | 100.0% | +12.27% | 2.20 | 4 |