United States
Over 2022 to 2025 (4 years of data), LSTRUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +12.73% move and an annualized Sharpe of 2.98.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+12.73%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +12.73% | 2.98 | 4 |
| 06.10 → 04.12 | Long | 100.0% | +12.12% | 4.87 | 4 |
| 08.10 → 07.12 | Long | 100.0% |
| +11.93% |
| 3.48 |
| 4 |
| 06.10 → 05.12 | Long | 100.0% | +11.80% | 4.14 | 4 |
| 08.10 → 04.12 | Long | 100.0% | +11.44% | 3.44 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +11.23% | 2.75 | 4 |
| 08.10 → 06.12 | Long | 100.0% | +11.17% | 2.84 | 4 |
| 06.10 → 03.12 | Long | 100.0% | +11.15% | 4.29 | 4 |