United States
Over 2022 to 2025 (4 years of data), LKQUSUSD has tended to move long between 09.10 and 18.10, closing higher in 100.0% of those years for an average +2.76% move and an annualized Sharpe of 17.31.
Best window
09.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+2.76%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 18.10 | Long | 100.0% | +2.76% | 17.31 | 4 |
| 09.10 → 17.10 | Long | 100.0% | +2.58% | 17.81 | 4 |
| 10.10 → 18.10 | Long | 100.0% |
| +2.54% |
| 13.64 |
| 4 |
| 10.10 → 17.10 | Long | 100.0% | +2.36% | 69.14 | 4 |
| 08.10 → 18.10 | Long | 100.0% | +2.34% | 10.81 | 4 |
| 09.10 → 16.10 | Long | 100.0% | +2.27% | 14.35 | 4 |
| 08.10 → 17.10 | Long | 100.0% | +2.16% | 10.79 | 4 |
| 10.10 → 16.10 | Long | 100.0% | +2.04% | 23.44 | 4 |