United States
Over 2017 to 2025 (9 years of data), LLYUSUSD has tended to move long between 06.10 and 05.12, closing higher in 77.8% of those years for an average +5.97% move and an annualized Sharpe of 1.86.
Best window
06.10 - 05.12
Direction
Long
Win rate
77.8%
Avg return
+5.97%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 05.12 | Long | 77.8% | +5.97% | 1.86 | 9 |
| 06.10 → 04.12 | Long | 77.8% | +5.92% | 1.88 | 9 |
| 07.10 → 04.12 | Long | 77.8% |
| +5.17% |
| 1.75 |
| 9 |
| 11.10 → 10.12 | Long | 77.8% | +4.54% | 1.23 | 9 |
| 12.10 → 11.12 | Long | 77.8% | +4.49% | 1.15 | 9 |
| 10.10 → 01.12 | Long | 77.8% | +4.28% | 1.09 | 9 |
| 10.10 → 02.12 | Long | 77.8% | +4.25% | 1.09 | 9 |
| 10.10 → 05.12 | Long | 77.8% | +4.21% | 1.23 | 9 |