United States
Over 2017 to 2025 (9 years of data), LENUSUSD has tended to move long between 11.10 and 03.12, closing higher in 77.8% of those years for an average +6.73% move and an annualized Sharpe of 1.83.
Best window
11.10 - 03.12
Direction
Long
Win rate
77.8%
Avg return
+6.73%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 03.12 | Long | 77.8% | +6.73% | 1.83 | 9 |
| 12.10 → 25.11 | Long | 77.8% | +5.84% | 2.10 | 9 |
| 10.10 → 25.11 | Long | 77.8% |
| +5.80% |
| 2.00 |
| 9 |
| 11.10 → 25.11 | Long | 77.8% | +5.66% | 2.06 | 9 |
| 12.10 → 23.11 | Long | 77.8% | +5.37% | 2.01 | 9 |
| 10.10 → 23.11 | Long | 77.8% | +5.32% | 1.93 | 9 |
| 11.10 → 28.11 | Long | 77.8% | +5.24% | 1.90 | 9 |
| 11.10 → 23.11 | Long | 77.8% | +5.18% | 1.97 | 9 |