United States
Over 2022 to 2025 (4 years of data), GLPIUSUSD has tended to move long between 11.10 and 18.10, closing higher in 100.0% of those years for an average +1.59% move and an annualized Sharpe of 11.08.
Best window
11.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+1.59%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 18.10 | Long | 100.0% | +1.59% | 11.08 | 4 |
| 11.10 → 15.10 | Long | 100.0% | +1.16% | 41.79 | 4 |
| 11.10 → 17.10 | Long | 100.0% |
| +1.14% |
| 17.71 |
| 4 |
| 10.10 → 18.10 | Long | 100.0% | +1.07% | 8.59 | 4 |
| 08.10 → 20.10 | Short | 100.0% | +1.03% | 9.49 | 4 |
| 09.10 → 20.10 | Short | 100.0% | +0.71% | 9.25 | 4 |
| 09.10 → 22.10 | Short | 100.0% | +0.66% | 5.93 | 4 |
| 10.10 → 15.10 | Long | 100.0% | +0.64% | 10.96 | 4 |