Over 2022 to 2025 (4 years of data), LNTUSUSD has tended to move long between 08.07 and 01.08, closing higher in 100.0% of those years for an average +6.20% move and an annualized Sharpe of 7.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 01.08 | Long | 100.0% | +6.20% | 7.25 | 4 |
| 10.07 → 01.08 | Long | 100.0% | +6.16% | 8.12 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +6.05% | 9.25 | 4 |
| 10.07 → 30.07 | Long | 100.0% | +6.02% | 9.90 | 4 |
| 09.07 → 01.08 | Long | 100.0% | +6.01% | 7.82 | 4 |
| 08.07 → 29.07 | Long | 100.0% | +6.00% | 10.39 | 4 |
| 10.07 → 29.07 | Long | 100.0% | +5.97% | 11.10 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +5.87% | 10.09 | 4 |