Over 2022 to 2025 (4 years of data), LULUUSUSD has tended to move short between 24.08 and 03.10, closing higher in 100.0% of those years for an average +7.05% move and an annualized Sharpe of 4.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 03.10 | Short | 100.0% | +7.05% | 4.22 | 4 |
| 23.08 → 03.10 | Short | 100.0% | +6.09% | 3.06 | 4 |
| 22.08 → 03.10 | Short | 100.0% | +5.48% | 4.04 | 4 |
| 24.08 → 04.10 | Short | 100.0% | +5.14% | 2.40 | 4 |
| 24.08 → 28.08 | Short | 100.0% | +2.78% | 18.03 | 4 |
| 24.08 → 30.08 | Short | 100.0% | +2.53% | 14.68 | 4 |
| 24.08 → 29.08 | Short | 100.0% | +2.51% | 15.65 | 4 |
| 23.08 → 28.08 | Short | 100.0% | +1.84% | 38.77 | 4 |