Over 2022 to 2025 (4 years of data), LSIUSUSD has tended to move long between 07.07 and 16.08, closing higher in 50.0% of those years for an average +5.71% move and an annualized Sharpe of 1.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 16.08 | Long | 50.0% | +5.71% | 1.90 | 4 |
| 09.07 → 16.08 | Long | 50.0% | +5.71% | 2.00 | 4 |
| 10.07 → 16.08 | Long | 50.0% | +5.63% | 1.85 | 4 |
| 08.07 → 16.08 | Long | 50.0% | +5.61% | 1.93 | 4 |
| 09.07 → 14.08 | Long | 50.0% | +5.54% | 2.06 | 4 |
| 07.07 → 14.08 | Long | 50.0% | +5.53% | 1.96 | 4 |
| 07.07 → 17.08 | Long | 50.0% | +5.47% | 1.89 | 4 |
| 09.07 → 17.08 | Long | 50.0% | +5.47% | 1.99 | 4 |