Over 2022 to 2025 (4 years of data), LULUUSUSD has tended to move short between 11.07 and 26.07, closing higher in 100.0% of those years for an average +5.82% move and an annualized Sharpe of 6.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 26.07 | Short | 100.0% | +5.82% | 6.32 | 4 |
| 11.07 → 25.07 | Short | 100.0% | +5.80% | 5.16 | 4 |
| 11.07 → 07.08 | Short | 75.0% | +7.07% | 1.97 | 4 |
| 11.07 → 08.08 | Short | 75.0% | +7.04% | 2.19 | 4 |
| 11.07 → 10.08 | Short | 75.0% | +6.75% | 1.76 | 4 |
| 12.07 → 08.08 | Short | 75.0% | +6.53% | 1.84 | 4 |
| 12.07 → 07.08 | Short | 75.0% | +6.52% | 1.66 | 4 |
| 11.07 → 01.08 | Short | 75.0% | +6.50% | 2.64 | 4 |