Over 2017 to 2025 (9 years of data), LRCXUSUSD has tended to move long between 07.07 and 29.07, closing higher in 87.5% of those years for an average +7.91% move and an annualized Sharpe of 2.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.07 | Long | 87.5% | +7.91% | 2.70 | 8 |
| 07.07 → 27.07 | Long | 87.5% | +7.41% | 2.80 | 8 |
| 07.07 → 28.07 | Long | 87.5% | +7.30% | 2.54 | 8 |
| 07.07 → 03.08 | Long | 87.5% | +7.21% | 1.63 | 8 |
| 07.07 → 07.08 | Long | 87.5% | +6.53% | 1.45 | 8 |
| 07.07 → 06.08 | Long | 87.5% | +6.52% | 1.48 | 8 |
| 08.07 → 07.08 | Long | 87.5% | +5.70% | 1.32 | 8 |
| 12.07 → 07.08 | Long | 87.5% | +4.99% | 1.23 | 8 |