Over 2017 to 2025 (9 years of data), LUSUSD has tended to move long between 22.07 and 25.07, closing higher in 100.0% of those years for an average +1.09% move and an annualized Sharpe of 21.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 25.07 | Long | 100.0% | +1.09% | 21.87 | 9 |
| 22.07 → 29.07 | Long | 88.9% | +1.67% | 10.20 | 9 |
| 21.07 → 29.07 | Long | 88.9% | +1.61% | 5.94 | 9 |
| 23.07 → 29.07 | Long | 88.9% | +1.44% | 9.23 | 9 |
| 22.07 → 26.07 | Long | 88.9% | +1.35% | 11.48 | 9 |
| 22.07 → 14.08 | Long | 88.9% | +1.33% | 1.23 | 9 |
| 22.07 → 16.08 | Long | 88.9% | +1.29% | 1.35 | 9 |
| 21.07 → 26.07 | Long | 88.9% | +1.28% | 7.14 | 9 |