Over 2022 to 2025 (4 years of data), LYBUSUSD has tended to move long between 08.07 and 26.07, closing higher in 100.0% of those years for an average +3.11% move and an annualized Sharpe of 5.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 26.07 | Long | 100.0% | +3.11% | 5.30 | 4 |
| 07.07 → 18.07 | Long | 100.0% | +2.52% | 7.23 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +2.52% | 9.67 | 4 |
| 10.07 → 21.07 | Long | 100.0% | +1.67% | 6.58 | 4 |
| 08.07 → 24.07 | Long | 100.0% | +1.44% | 5.10 | 4 |
| 11.07 → 05.08 | Short | 75.0% | +5.28% | 1.93 | 4 |
| 09.07 → 05.08 | Short | 75.0% | +5.06% | 1.66 | 4 |
| 08.07 → 05.08 | Short | 75.0% | +4.97% | 1.72 | 4 |