Over 2023 to 2025 (3 years of data), LTCCHF has tended to move long between 08.07 and 12.07, closing higher in 100.0% of those years for an average +7.05% move and an annualized Sharpe of 16.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 12.07 | Long | 100.0% | +7.05% | 16.55 | 3 |
| 07.07 → 12.07 | Long | 100.0% | +6.90% | 12.05 | 3 |
| 09.07 → 12.07 | Long | 100.0% | +4.68% | 49.63 | 3 |
| 07.07 → 21.07 | Long | 66.7% | +16.75% | 3.86 | 3 |
| 08.07 → 21.07 | Long | 66.7% | +16.71% | 4.35 | 3 |
| 07.07 → 20.07 | Long | 66.7% | +14.96% | 3.93 | 3 |
| 08.07 → 20.07 | Long | 66.7% | +14.94% | 4.48 | 3 |
| 07.07 → 19.07 | Long | 66.7% | +14.81% | 3.77 | 3 |