United States
Over 2022 to 2025 (4 years of data), LAMRUSUSD has tended to move long between 11.10 and 01.12, closing higher in 100.0% of those years for an average +17.27% move and an annualized Sharpe of 4.21.
Best window
11.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+17.27%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 100.0% | +17.27% | 4.21 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +17.02% | 4.00 | 4 |
| 11.10 → 30.11 | Long | 100.0% |
| +16.33% |
| 4.49 |
| 4 |
| 10.10 → 01.12 | Long | 100.0% | +16.02% | 4.04 | 4 |
| 11.10 → 29.11 | Long | 100.0% | +15.89% | 4.74 | 4 |
| 09.10 → 01.12 | Long | 100.0% | +15.86% | 3.30 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +15.82% | 3.27 | 4 |
| 10.10 → 02.12 | Long | 100.0% | +15.78% | 3.81 | 4 |