Over 2022 to 2025 (4 years of data), LSTRUSUSD has tended to move long between 07.07 and 12.07, closing higher in 100.0% of those years for an average +2.14% move and an annualized Sharpe of 7.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 12.07 | Long | 100.0% | +2.14% | 7.91 | 4 |
| 10.07 → 27.07 | Long | 75.0% | +6.94% | 4.67 | 4 |
| 12.07 → 27.07 | Long | 75.0% | +6.92% | 6.79 | 4 |
| 11.07 → 27.07 | Long | 75.0% | +6.88% | 6.10 | 4 |
| 10.07 → 28.07 | Long | 75.0% | +6.75% | 3.88 | 4 |
| 12.07 → 28.07 | Long | 75.0% | +6.71% | 5.40 | 4 |
| 11.07 → 28.07 | Long | 75.0% | +6.68% | 4.95 | 4 |
| 07.07 → 27.07 | Long | 75.0% | +6.33% | 4.88 | 4 |