Over 2022 to 2025 (4 years of data), LULUUSUSD has tended to move long between 12.08 and 18.08, closing higher in 100.0% of those years for an average +5.74% move and an annualized Sharpe of 13.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 18.08 | Long | 100.0% | +5.74% | 13.22 | 4 |
| 12.08 → 16.08 | Long | 100.0% | +5.58% | 16.00 | 4 |
| 12.08 → 15.08 | Long | 100.0% | +4.74% | 21.55 | 4 |
| 13.08 → 18.08 | Long | 100.0% | +4.41% | 15.06 | 4 |
| 12.08 → 19.08 | Long | 100.0% | +4.31% | 10.37 | 4 |
| 13.08 → 16.08 | Long | 100.0% | +4.25% | 19.59 | 4 |
| 14.08 → 18.08 | Long | 100.0% | +3.17% | 13.17 | 4 |
| 13.08 → 19.08 | Long | 100.0% | +3.01% | 8.80 | 4 |