United States
Over 2017 to 2025 (9 years of data), LMTUSUSD has tended to move long between 06.10 and 09.10, closing higher in 88.9% of those years for an average +2.06% move and an annualized Sharpe of 6.97.
Best window
06.10 - 09.10
Direction
Long
Win rate
88.9%
Avg return
+2.06%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.10 | Long | 88.9% | +2.06% | 6.97 | 9 |
| 10.10 → 01.12 | Short | 77.8% | +3.84% | 1.03 | 9 |
| 10.10 → 07.12 | Short | 77.8% |
| +3.71% |
| 0.94 |
| 9 |
| 09.10 → 01.12 | Short | 77.8% | +3.70% | 0.93 | 9 |
| 10.10 → 03.12 | Short | 77.8% | +3.58% | 0.91 | 9 |
| 09.10 → 07.12 | Short | 77.8% | +3.57% | 0.85 | 9 |
| 10.10 → 02.12 | Short | 77.8% | +3.53% | 0.87 | 9 |
| 10.10 → 27.10 | Short | 77.8% | +3.49% | 1.95 | 9 |