United States
Over 2022 to 2025 (4 years of data), LDOSUSUSD has tended to move long between 13.10 and 10.11, closing higher in 100.0% of those years for an average +14.34% move and an annualized Sharpe of 7.08.
Best window
13.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+14.34%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 10.11 | Long | 100.0% | +14.34% | 7.08 | 4 |
| 13.10 → 08.11 | Long | 100.0% | +14.18% | 7.01 | 4 |
| 13.10 → 09.11 | Long | 100.0% |
| +13.94% |
| 6.96 |
| 4 |
| 11.10 → 10.11 | Long | 100.0% | +13.73% | 6.99 | 4 |
| 13.10 → 11.11 | Long | 100.0% | +13.65% | 8.16 | 4 |
| 11.10 → 08.11 | Long | 100.0% | +13.55% | 7.16 | 4 |
| 11.10 → 09.11 | Long | 100.0% | +13.34% | 6.82 | 4 |
| 13.10 → 12.11 | Long | 100.0% | +13.16% | 6.50 | 4 |