United States
Over 2022 to 2025 (4 years of data), LHXUSUSD has tended to move long between 06.10 and 11.11, closing higher in 100.0% of those years for an average +7.02% move and an annualized Sharpe of 4.24.
Best window
06.10 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+7.02%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 11.11 | Long | 100.0% | +7.02% | 4.24 | 4 |
| 11.10 → 10.11 | Long | 100.0% | +4.88% | 5.43 | 4 |
| 11.10 → 09.11 | Long | 100.0% |
| +4.53% |
| 4.92 |
| 4 |
| 08.10 → 11.11 | Long | 100.0% | +4.32% | 3.46 | 4 |
| 12.10 → 10.11 | Long | 100.0% | +4.26% | 7.30 | 4 |
| 11.10 → 08.11 | Long | 100.0% | +4.00% | 5.85 | 4 |
| 12.10 → 09.11 | Long | 100.0% | +3.91% | 6.60 | 4 |
| 06.10 → 14.10 | Long | 100.0% | +3.78% | 5.45 | 4 |