Over 2017 to 2025 (9 years of data), LUVUSUSD has tended to move long between 20.08 and 12.09, closing higher in 87.5% of those years for an average +4.89% move and an annualized Sharpe of 2.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 12.09 | Long | 87.5% | +4.89% | 2.59 | 8 |
| 20.08 → 11.09 | Long | 87.5% | +4.80% | 2.96 | 8 |
| 20.08 → 08.09 | Long | 87.5% | +4.79% | 2.68 | 8 |
| 20.08 → 29.08 | Long | 87.5% | +4.37% | 7.70 | 8 |
| 20.08 → 07.09 | Long | 87.5% | +4.37% | 2.80 | 8 |
| 20.08 → 27.08 | Long | 87.5% | +4.33% | 6.72 | 8 |
| 21.08 → 12.09 | Long | 87.5% | +4.29% | 2.45 | 8 |
| 20.08 → 28.08 | Long | 87.5% | +4.28% | 5.74 | 8 |