United States
Over 2022 to 2025 (4 years of data), LNTUSUSD has tended to move short between 15.09 and 09.10, closing higher in 75.0% of those years for an average +5.35% move and an annualized Sharpe of 2.52.
Best window
15.09 - 09.10
Direction
Short
Win rate
75.0%
Avg return
+5.35%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 09.10 | Short | 75.0% | +5.35% | 2.52 | 4 |
| 15.09 → 07.11 | Short | 75.0% | +5.30% | 2.01 | 4 |
| 21.09 → 09.10 | Short | 75.0% |
| +5.24% |
| 2.72 |
| 4 |
| 15.09 → 07.10 | Short | 75.0% | +5.20% | 2.42 | 4 |
| 21.09 → 07.11 | Short | 75.0% | +5.18% | 1.94 | 4 |
| 15.09 → 08.10 | Short | 75.0% | +5.14% | 2.40 | 4 |
| 15.09 → 06.11 | Short | 75.0% | +5.14% | 2.06 | 4 |
| 15.09 → 10.10 | Short | 75.0% | +5.11% | 2.33 | 4 |