United States
Over 2022 to 2025 (4 years of data), LNTUSUSD has tended to move long between 11.10 and 28.11, closing higher in 100.0% of those years for an average +6.45% move and an annualized Sharpe of 3.94.
Best window
11.10 - 28.11
Direction
Long
Win rate
100.0%
Avg return
+6.45%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 28.11 | Long | 100.0% | +6.45% | 3.94 | 4 |
| 09.10 → 28.11 | Long | 100.0% | +6.43% | 5.30 | 4 |
| 10.10 → 28.11 | Long | 100.0% |
| +6.43% |
| 5.37 |
| 4 |
| 08.10 → 28.11 | Long | 100.0% | +6.40% | 5.05 | 4 |
| 11.10 → 27.11 | Long | 100.0% | +6.26% | 3.72 | 4 |
| 09.10 → 27.11 | Long | 100.0% | +6.24% | 4.93 | 4 |
| 10.10 → 27.11 | Long | 100.0% | +6.24% | 4.99 | 4 |
| 11.10 → 25.11 | Long | 100.0% | +6.24% | 3.26 | 4 |