Over 2022 to 2025 (4 years of data), LPLAUSUSD has tended to move short between 08.07 and 13.07, closing higher in 100.0% of those years for an average +3.40% move and an annualized Sharpe of 23.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 13.07 | Short | 100.0% | +3.40% | 23.55 | 4 |
| 08.07 → 14.07 | Short | 100.0% | +2.63% | 19.33 | 4 |
| 08.07 → 15.07 | Short | 100.0% | +2.59% | 20.18 | 4 |
| 08.07 → 11.07 | Short | 100.0% | +2.56% | 121.66 | 4 |
| 08.07 → 12.07 | Short | 100.0% | +2.48% | 38.53 | 4 |
| 13.07 → 30.07 | Long | 75.0% | +5.12% | 1.77 | 4 |
| 11.07 → 30.07 | Long | 75.0% | +4.85% | 1.34 | 4 |
| 12.07 → 30.07 | Long | 75.0% | +4.46% | 1.45 | 4 |