Over 2023 to 2025 (3 years of data), LTCEUR has tended to move long between 09.09 and 09.10, closing higher in 100.0% of those years for an average +8.63% move and an annualized Sharpe of 6.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 09.10 | Long | 100.0% | +8.63% | 6.97 | 3 |
| 10.09 → 09.10 | Long | 100.0% | +8.36% | 6.27 | 3 |
| 12.09 → 09.10 | Long | 100.0% | +7.87% | 9.23 | 3 |
| 13.09 → 09.10 | Long | 100.0% | +7.61% | 9.78 | 3 |
| 09.09 → 03.10 | Long | 100.0% | +7.30% | 10.59 | 3 |
| 09.09 → 06.10 | Long | 100.0% | +7.16% | 15.52 | 3 |
| 10.09 → 03.10 | Long | 100.0% | +7.04% | 8.66 | 3 |
| 09.09 → 05.10 | Long | 100.0% | +6.98% | 17.93 | 3 |