United States
Over 2022 to 2025 (4 years of data), LNGUSUSD has tended to move short between 10.10 and 26.10, closing higher in 100.0% of those years for an average +2.84% move and an annualized Sharpe of 8.26.
Best window
10.10 - 26.10
Direction
Short
Win rate
100.0%
Avg return
+2.84%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 26.10 | Short | 100.0% | +2.84% | 8.26 | 4 |
| 10.10 → 25.10 | Short | 100.0% | +2.75% | 8.43 | 4 |
| 10.10 → 24.10 | Short | 100.0% |
| +2.64% |
| 7.81 |
| 4 |
| 05.10 → 30.11 | Long | 75.0% | +7.08% | 1.64 | 4 |
| 05.10 → 01.12 | Long | 75.0% | +7.00% | 1.62 | 4 |
| 05.10 → 29.11 | Long | 75.0% | +6.65% | 1.52 | 4 |
| 06.10 → 30.11 | Long | 75.0% | +6.01% | 1.49 | 4 |
| 06.10 → 01.12 | Long | 75.0% | +5.93% | 1.46 | 4 |