Over 2018 to 2025 (8 years of data), LTCUSD has tended to move long between 12.07 and 30.07, closing higher in 85.7% of those years for an average +11.32% move and an annualized Sharpe of 4.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 30.07 | Long | 85.7% | +11.32% | 4.50 | 7 |
| 12.07 → 31.07 | Long | 85.7% | +11.29% | 4.11 | 7 |
| 08.07 → 03.09 | Long | 75.0% | +5.32% | 0.42 | 8 |
| 08.07 → 13.08 | Long | 71.4% | +11.64% | 1.33 | 7 |
| 12.07 → 29.07 | Long | 71.4% | +11.30% | 4.19 | 7 |
| 12.07 → 17.08 | Long | 71.4% | +10.66% | 1.20 | 7 |
| 08.07 → 14.08 | Long | 71.4% | +10.63% | 1.20 | 7 |
| 12.07 → 01.08 | Long | 71.4% | +10.22% | 2.83 | 7 |