United States
Over 2017 to 2025 (9 years of data), LRCXUSUSD has tended to move long between 16.09 and 23.09, closing higher in 87.5% of those years for an average +1.99% move and an annualized Sharpe of 3.25.
Best window
16.09 - 23.09
Direction
Long
Win rate
87.5%
Avg return
+1.99%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.09 → 23.09 | Long | 87.5% | +1.99% | 3.25 | 8 |
| 16.09 → 19.09 | Long | 87.5% | +1.79% | 7.55 | 8 |
| 16.09 → 24.09 | Long | 87.5% |
| +1.75% |
| 2.55 |
| 8 |
| 18.09 → 22.09 | Long | 87.5% | +1.51% | 4.38 | 8 |
| 18.09 → 23.09 | Long | 87.5% | +1.47% | 3.51 | 8 |
| 21.09 → 24.09 | Long | 87.5% | +0.98% | 2.71 | 8 |
| 17.09 → 15.11 | Long | 77.8% | +4.04% | 0.27 | 9 |
| 16.09 → 15.11 | Long | 77.8% | +3.56% | 0.25 | 9 |