United States
Over 2022 to 2025 (4 years of data), LNCUSUSD has tended to move long between 09.10 and 02.11, closing higher in 100.0% of those years for an average +5.34% move and an annualized Sharpe of 4.60.
Best window
09.10 - 02.11
Direction
Long
Win rate
100.0%
Avg return
+5.34%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 02.11 | Long | 100.0% | +5.34% | 4.60 | 4 |
| 08.10 → 02.11 | Long | 100.0% | +5.32% | 4.37 | 4 |
| 11.10 → 18.10 | Long | 100.0% |
| +5.15% |
| 10.44 |
| 4 |
| 11.10 → 17.10 | Long | 100.0% | +5.09% | 14.16 | 4 |
| 11.10 → 15.10 | Long | 100.0% | +5.08% | 17.00 | 4 |
| 11.10 → 14.10 | Long | 100.0% | +4.34% | 24.22 | 4 |
| 07.10 → 02.11 | Long | 100.0% | +4.18% | 4.03 | 4 |
| 12.10 → 18.10 | Long | 100.0% | +4.02% | 8.87 | 4 |