Over 2023 to 2025 (3 years of data), LTCEUR has tended to move long between 07.07 and 12.07, closing higher in 100.0% of those years for an average +7.25% move and an annualized Sharpe of 14.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 12.07 | Long | 100.0% | +7.25% | 14.24 | 3 |
| 08.07 → 12.07 | Long | 100.0% | +7.07% | 19.44 | 3 |
| 09.07 → 12.07 | Long | 100.0% | +4.87% | 156.26 | 3 |
| 07.07 → 21.07 | Long | 66.7% | +17.34% | 4.04 | 3 |
| 08.07 → 21.07 | Long | 66.7% | +16.95% | 4.48 | 3 |
| 07.07 → 20.07 | Long | 66.7% | +15.45% | 4.13 | 3 |
| 07.07 → 29.07 | Long | 66.7% | +15.45% | 3.51 | 3 |
| 07.07 → 19.07 | Long | 66.7% | +15.40% | 3.95 | 3 |