Over 2022 to 2025 (4 years of data), LYFTUSUSD has tended to move long between 13.07 and 14.08, closing higher in 75.0% of those years for an average +11.34% move and an annualized Sharpe of 1.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 14.08 | Long | 75.0% | +11.34% | 1.32 | 4 |
| 12.07 → 14.08 | Long | 75.0% | +11.16% | 1.26 | 4 |
| 11.07 → 14.08 | Long | 75.0% | +10.62% | 1.18 | 4 |
| 09.07 → 14.08 | Long | 75.0% | +10.07% | 1.26 | 4 |
| 09.07 → 15.08 | Long | 75.0% | +9.73% | 1.32 | 4 |
| 10.07 → 14.08 | Long | 75.0% | +8.47% | 1.07 | 4 |
| 10.07 → 15.08 | Long | 75.0% | +8.31% | 1.10 | 4 |
| 09.07 → 07.09 | Long | 75.0% | +7.90% | 1.18 | 4 |