Over 2022 to 2025 (4 years of data), LYVUSUSD has tended to move long between 22.07 and 27.07, closing higher in 100.0% of those years for an average +1.51% move and an annualized Sharpe of 13.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 27.07 | Long | 100.0% | +1.51% | 13.80 | 4 |
| 23.07 → 27.07 | Long | 100.0% | +1.42% | 19.43 | 4 |
| 22.07 → 14.09 | Long | 75.0% | +3.04% | 0.80 | 4 |
| 25.07 → 14.09 | Long | 75.0% | +3.03% | 0.85 | 4 |
| 23.07 → 14.09 | Long | 75.0% | +2.92% | 0.80 | 4 |
| 28.07 → 14.09 | Long | 75.0% | +2.91% | 0.84 | 4 |
| 26.07 → 14.09 | Long | 75.0% | +2.90% | 0.79 | 4 |
| 27.07 → 01.08 | Short | 75.0% | +2.88% | 4.10 | 4 |