United States
Over 2022 to 2025 (4 years of data), LNCUSUSD has tended to move short between 20.09 and 10.10, closing higher in 100.0% of those years for an average +6.10% move and an annualized Sharpe of 6.93.
Best window
20.09 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+6.10%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 10.10 | Short | 100.0% | +6.10% | 6.93 | 4 |
| 20.09 → 08.10 | Short | 100.0% | +5.67% | 5.44 | 4 |
| 20.09 → 03.10 | Short | 100.0% |
| +5.64% |
| 6.62 |
| 4 |
| 20.09 → 27.09 | Short | 100.0% | +5.62% | 9.41 | 4 |
| 21.09 → 10.10 | Short | 100.0% | +5.52% | 8.25 | 4 |
| 20.09 → 30.09 | Short | 100.0% | +5.31% | 8.36 | 4 |
| 20.09 → 26.09 | Short | 100.0% | +5.28% | 9.85 | 4 |
| 20.09 → 07.10 | Short | 100.0% | +5.26% | 5.15 | 4 |