Over 2021 to 2025 (5 years of data), LNKUSD has tended to move long between 08.07 and 20.07, closing higher in 100.0% of those years for an average +24.58% move and an annualized Sharpe of 11.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 20.07 | Long | 100.0% | +24.58% | 11.91 | 4 |
| 08.07 → 19.07 | Long | 100.0% | +24.29% | 10.96 | 4 |
| 08.07 → 21.07 | Long | 100.0% | +24.15% | 10.54 | 4 |
| 12.07 → 20.07 | Long | 100.0% | +23.66% | 26.08 | 4 |
| 12.07 → 19.07 | Long | 100.0% | +23.35% | 20.50 | 4 |
| 07.07 → 20.07 | Long | 100.0% | +23.16% | 7.33 | 4 |
| 12.07 → 21.07 | Long | 100.0% | +23.13% | 25.25 | 4 |
| 07.07 → 19.07 | Long | 100.0% | +22.94% | 7.02 | 4 |