Over 2017 to 2025 (9 years of data), LUSUSD has tended to move long between 10.07 and 11.08, closing higher in 88.9% of those years for an average +3.78% move and an annualized Sharpe of 1.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 11.08 | Long | 88.9% | +3.78% | 1.88 | 9 |
| 10.07 → 10.08 | Long | 88.9% | +3.65% | 1.92 | 9 |
| 08.07 → 11.08 | Long | 88.9% | +3.53% | 1.89 | 9 |
| 10.07 → 12.08 | Long | 88.9% | +3.46% | 1.80 | 9 |
| 07.07 → 11.08 | Long | 88.9% | +3.32% | 1.85 | 9 |
| 08.07 → 12.08 | Long | 88.9% | +3.21% | 1.84 | 9 |
| 09.07 → 11.08 | Long | 88.9% | +3.10% | 1.67 | 9 |
| 10.07 → 15.08 | Long | 88.9% | +3.01% | 1.46 | 9 |