United States
Over 2022 to 2025 (4 years of data), LPLAUSUSD has tended to move long between 06.10 and 10.11, closing higher in 100.0% of those years for an average +14.05% move and an annualized Sharpe of 3.72.
Best window
06.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+14.05%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 10.11 | Long | 100.0% | +14.05% | 3.72 | 4 |
| 06.10 → 26.11 | Long | 100.0% | +12.75% | 2.48 | 4 |
| 06.10 → 27.11 | Long | 100.0% |
| +12.63% |
| 2.46 |
| 4 |
| 06.10 → 25.11 | Long | 100.0% | +11.81% | 2.31 | 4 |
| 06.10 → 17.10 | Long | 100.0% | +5.95% | 15.13 | 4 |
| 11.10 → 17.10 | Long | 100.0% | +5.94% | 11.46 | 4 |
| 06.10 → 18.10 | Long | 100.0% | +5.70% | 13.02 | 4 |
| 11.10 → 18.10 | Long | 100.0% | +5.68% | 10.56 | 4 |