United States
Over 2018 to 2025 (8 years of data), ILMNUSUSD has tended to move long between 11.10 and 10.12, closing higher in 75.0% of those years for an average +5.51% move and an annualized Sharpe of 0.85.
Best window
11.10 - 10.12
Direction
Long
Win rate
75.0%
Avg return
+5.51%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 75.0% | +5.51% | 0.85 | 8 |
| 12.10 → 10.12 | Long | 75.0% | +5.05% | 0.79 | 8 |
| 11.10 → 08.12 | Long | 75.0% |
| +4.08% |
| 0.72 |
| 8 |
| 11.10 → 07.12 | Long | 75.0% | +4.07% | 0.75 | 8 |
| 09.10 → 02.12 | Long | 75.0% | +4.01% | 0.77 | 8 |
| 08.10 → 02.12 | Long | 75.0% | +3.89% | 0.74 | 8 |
| 12.10 → 07.12 | Long | 75.0% | +3.62% | 0.68 | 8 |
| 12.10 → 08.12 | Long | 75.0% | +3.62% | 0.65 | 8 |