Over 2017 to 2025 (9 years of data), LUVUSUSD has tended to move short between 13.07 and 01.08, closing higher in 87.5% of those years for an average +5.48% move and an annualized Sharpe of 3.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 01.08 | Short | 87.5% | +5.48% | 3.42 | 8 |
| 13.07 → 30.07 | Short | 87.5% | +3.59% | 2.39 | 8 |
| 07.07 → 19.07 | Long | 87.5% | +3.48% | 4.15 | 8 |
| 07.07 → 21.07 | Long | 87.5% | +3.28% | 4.13 | 8 |
| 08.07 → 20.07 | Long | 87.5% | +3.28% | 4.48 | 8 |
| 07.07 → 11.07 | Long | 87.5% | +3.09% | 8.69 | 8 |
| 08.07 → 14.07 | Long | 87.5% | +2.55% | 5.19 | 8 |
| 08.07 → 13.07 | Long | 87.5% | +2.26% | 5.00 | 8 |