United States
Over 2017 to 2025 (9 years of data), LRCXUSUSD has tended to move long between 11.10 and 28.11, closing higher in 88.9% of those years for an average +13.49% move and an annualized Sharpe of 3.21.
Best window
11.10 - 28.11
Direction
Long
Win rate
88.9%
Avg return
+13.49%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 28.11 | Long | 88.9% | +13.49% | 3.21 | 9 |
| 11.10 → 27.11 | Long | 88.9% | +13.13% | 3.04 | 9 |
| 11.10 → 24.11 | Long | 88.9% |
| +13.01% |
| 3.26 |
| 9 |
| 08.10 → 28.11 | Long | 88.9% | +12.86% | 2.98 | 9 |
| 11.10 → 23.11 | Long | 88.9% | +12.73% | 3.15 | 9 |
| 11.10 → 25.11 | Long | 88.9% | +12.63% | 3.18 | 9 |
| 09.10 → 28.11 | Long | 88.9% | +12.48% | 3.05 | 9 |
| 11.10 → 11.11 | Long | 88.9% | +12.32% | 3.00 | 9 |