Over 2017 to 2025 (9 years of data), LOWUSUSD has tended to move long between 07.07 and 02.09, closing higher in 100.0% of those years for an average +12.33% move and an annualized Sharpe of 4.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 02.09 | Long | 100.0% | +12.33% | 4.53 | 8 |
| 07.07 → 01.09 | Long | 100.0% | +12.07% | 5.00 | 8 |
| 08.07 → 02.09 | Long | 100.0% | +12.06% | 4.66 | 8 |
| 07.07 → 28.08 | Long | 100.0% | +12.05% | 5.21 | 8 |
| 08.07 → 06.09 | Long | 100.0% | +12.02% | 6.28 | 8 |
| 07.07 → 03.09 | Long | 100.0% | +11.83% | 5.52 | 8 |
| 08.07 → 01.09 | Long | 100.0% | +11.80% | 5.16 | 8 |
| 08.07 → 28.08 | Long | 100.0% | +11.78% | 5.38 | 8 |