Over 2022 to 2025 (4 years of data), LYBUSUSD has tended to move short between 22.08 and 20.10, closing higher in 100.0% of those years for an average +10.25% move and an annualized Sharpe of 5.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 20.10 | Short | 100.0% | +10.25% | 5.60 | 4 |
| 21.08 → 20.10 | Short | 100.0% | +10.11% | 5.48 | 4 |
| 22.08 → 19.10 | Short | 100.0% | +10.10% | 5.37 | 4 |
| 22.08 → 21.10 | Short | 100.0% | +10.02% | 4.97 | 4 |
| 21.08 → 19.10 | Short | 100.0% | +9.95% | 5.23 | 4 |
| 22.08 → 16.10 | Short | 100.0% | +9.43% | 4.73 | 4 |
| 22.08 → 12.10 | Short | 100.0% | +9.42% | 4.89 | 4 |
| 21.08 → 12.10 | Short | 100.0% | +9.28% | 4.80 | 4 |