Over 2022 to 2025 (4 years of data), LSTRUSUSD has tended to move short between 15.08 and 20.09, closing higher in 100.0% of those years for an average +3.30% move and an annualized Sharpe of 4.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 20.09 | Short | 100.0% | +3.30% | 4.69 | 4 |
| 15.08 → 22.09 | Short | 100.0% | +3.28% | 4.52 | 4 |
| 17.08 → 04.10 | Short | 100.0% | +3.25% | 3.02 | 4 |
| 15.08 → 23.09 | Short | 100.0% | +3.10% | 3.70 | 4 |
| 15.08 → 21.09 | Short | 100.0% | +3.01% | 3.79 | 4 |
| 15.08 → 07.10 | Short | 100.0% | +2.93% | 3.64 | 4 |
| 18.08 → 04.10 | Short | 100.0% | +2.89% | 4.69 | 4 |
| 16.08 → 04.10 | Short | 100.0% | +2.82% | 3.60 | 4 |