Over 2022 to 2025 (4 years of data), LYFTUSUSD has tended to move long between 26.07 and 20.09, closing higher in 75.0% of those years for an average +20.53% move and an annualized Sharpe of 2.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 20.09 | Long | 75.0% | +20.53% | 2.01 | 4 |
| 26.07 → 19.09 | Long | 75.0% | +20.39% | 2.16 | 4 |
| 27.07 → 20.09 | Long | 75.0% | +20.23% | 1.88 | 4 |
| 27.07 → 19.09 | Long | 75.0% | +20.00% | 2.01 | 4 |
| 28.07 → 20.09 | Long | 75.0% | +18.79% | 1.83 | 4 |
| 25.07 → 20.09 | Long | 75.0% | +18.71% | 1.86 | 4 |
| 28.07 → 19.09 | Long | 75.0% | +18.65% | 1.95 | 4 |
| 25.07 → 19.09 | Long | 75.0% | +18.61% | 1.98 | 4 |