Over 2022 to 2025 (4 years of data), LYVUSUSD has tended to move long between 11.07 and 23.07, closing higher in 100.0% of those years for an average +5.99% move and an annualized Sharpe of 7.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 23.07 | Long | 100.0% | +5.99% | 7.90 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +5.93% | 7.88 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +5.78% | 11.31 | 4 |
| 10.07 → 23.07 | Long | 100.0% | +5.77% | 8.10 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +5.72% | 10.90 | 4 |
| 11.07 → 19.07 | Long | 100.0% | +5.67% | 7.59 | 4 |
| 09.07 → 19.07 | Long | 100.0% | +5.44% | 10.07 | 4 |
| 11.07 → 21.07 | Long | 100.0% | +5.39% | 7.35 | 4 |