Over 2017 to 2025 (9 years of data), LVSUSUSD has tended to move short between 27.07 and 05.08, closing higher in 100.0% of those years for an average +3.40% move and an annualized Sharpe of 5.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 05.08 | Short | 100.0% | +3.40% | 5.41 | 9 |
| 22.07 → 19.08 | Short | 88.9% | +5.64% | 2.25 | 9 |
| 22.07 → 20.08 | Short | 88.9% | +5.61% | 2.30 | 9 |
| 28.07 → 05.08 | Short | 88.9% | +3.32% | 5.57 | 9 |
| 27.07 → 01.08 | Short | 88.9% | +2.09% | 7.62 | 9 |
| 22.07 → 18.08 | Short | 77.8% | +5.35% | 2.42 | 9 |
| 22.07 → 17.08 | Short | 77.8% | +5.27% | 2.48 | 9 |
| 22.07 → 16.08 | Short | 77.8% | +5.21% | 2.37 | 9 |