United States
Over 2022 to 2025 (4 years of data), LEAUSUSD has tended to move short between 07.10 and 20.10, closing higher in 100.0% of those years for an average +2.11% move and an annualized Sharpe of 9.15.
Best window
07.10 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+2.11%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 20.10 | Short | 100.0% | +2.11% | 9.15 | 4 |
| 07.10 → 19.10 | Short | 100.0% | +1.91% | 8.17 | 4 |
| 10.10 → 17.10 | Long | 100.0% |
| +1.57% |
| 7.41 |
| 4 |
| 10.10 → 16.10 | Long | 100.0% | +1.49% | 7.31 | 4 |
| 09.10 → 25.11 | Long | 75.0% | +5.67% | 2.05 | 4 |
| 11.10 → 02.12 | Long | 75.0% | +5.62% | 1.99 | 4 |
| 08.10 → 25.11 | Long | 75.0% | +5.59% | 1.81 | 4 |
| 11.10 → 04.12 | Long | 75.0% | +5.27% | 2.05 | 4 |