United States
Over 2022 to 2025 (4 years of data), LNGUSUSD has tended to move long between 20.09 and 07.10, closing higher in 100.0% of those years for an average +4.27% move and an annualized Sharpe of 12.81.
Best window
20.09 - 07.10
Direction
Long
Win rate
100.0%
Avg return
+4.27%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 07.10 | Long | 100.0% | +4.27% | 12.81 | 4 |
| 18.09 → 07.10 | Long | 100.0% | +4.19% | 6.56 | 4 |
| 19.09 → 07.10 | Long | 100.0% |
| +4.01% |
| 7.40 |
| 4 |
| 17.09 → 07.10 | Long | 100.0% | +3.90% | 6.59 | 4 |
| 21.09 → 07.10 | Long | 100.0% | +3.77% | 10.05 | 4 |
| 16.09 → 07.10 | Long | 100.0% | +3.33% | 9.14 | 4 |
| 20.09 → 08.10 | Long | 100.0% | +3.11% | 7.35 | 4 |
| 20.09 → 06.10 | Long | 100.0% | +2.94% | 8.01 | 4 |