Over 2023 to 2025 (3 years of data), LTCGBP has tended to move long between 07.07 and 12.07, closing higher in 100.0% of those years for an average +7.23% move and an annualized Sharpe of 14.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 12.07 | Long | 100.0% | +7.23% | 14.06 | 3 |
| 08.07 → 12.07 | Long | 100.0% | +7.01% | 20.72 | 3 |
| 09.07 → 12.07 | Long | 100.0% | +4.94% | 187.32 | 3 |
| 07.07 → 21.07 | Long | 66.7% | +18.09% | 4.21 | 3 |
| 08.07 → 21.07 | Long | 66.7% | +17.66% | 4.70 | 3 |
| 07.07 → 20.07 | Long | 66.7% | +16.13% | 4.35 | 3 |
| 07.07 → 19.07 | Long | 66.7% | +15.99% | 4.11 | 3 |
| 08.07 → 20.07 | Long | 66.7% | +15.73% | 4.90 | 3 |