Over 2018 to 2025 (8 years of data), LTCUSD has tended to move short between 28.07 and 25.09, closing higher in 87.5% of those years for an average +14.02% move and an annualized Sharpe of 2.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 25.09 | Short | 87.5% | +14.02% | 2.76 | 8 |
| 28.07 → 26.09 | Short | 87.5% | +14.01% | 2.55 | 8 |
| 28.07 → 24.09 | Short | 87.5% | +13.50% | 2.30 | 8 |
| 28.07 → 21.09 | Short | 87.5% | +12.55% | 2.76 | 8 |
| 28.07 → 20.09 | Short | 87.5% | +11.55% | 2.42 | 8 |
| 27.07 → 25.09 | Short | 87.5% | +11.29% | 1.96 | 8 |
| 28.07 → 22.09 | Short | 87.5% | +11.05% | 1.99 | 8 |
| 28.07 → 23.09 | Short | 87.5% | +10.86% | 1.85 | 8 |