Over 2017 to 2025 (9 years of data), LOWUSUSD has tended to move short between 12.09 and 29.10, closing higher in 75.0% of those years for an average +4.64% move and an annualized Sharpe of 1.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.09 → 29.10 | Short | 75.0% | +4.64% | 1.27 | 8 |
| 12.09 → 30.10 | Short | 75.0% | +4.59% | 1.33 | 8 |
| 13.09 → 29.10 | Short | 75.0% | +4.44% | 1.27 | 8 |
| 12.09 → 31.10 | Short | 75.0% | +4.39% | 1.25 | 8 |
| 13.09 → 30.10 | Short | 75.0% | +4.39% | 1.34 | 8 |
| 13.09 → 31.10 | Short | 75.0% | +4.19% | 1.25 | 8 |
| 12.09 → 01.11 | Short | 75.0% | +4.18% | 1.20 | 8 |
| 13.09 → 01.11 | Short | 75.0% | +3.98% | 1.20 | 8 |