United States
Over 2022 to 2025 (4 years of data), LULUUSUSD has tended to move long between 11.10 and 08.12, closing higher in 100.0% of those years for an average +29.11% move and an annualized Sharpe of 5.31.
Best window
11.10 - 08.12
Direction
Long
Win rate
100.0%
Avg return
+29.11%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.12 | Long | 100.0% | +29.11% | 5.31 | 4 |
| 09.10 → 08.12 | Long | 100.0% | +28.07% | 4.64 | 4 |
| 10.10 → 08.12 | Long | 100.0% |
| +28.01% |
| 4.60 |
| 4 |
| 12.10 → 08.12 | Long | 100.0% | +27.76% | 5.50 | 4 |
| 08.10 → 07.12 | Long | 100.0% | +27.46% | 4.38 | 4 |
| 11.10 → 07.12 | Long | 100.0% | +27.40% | 5.04 | 4 |
| 08.10 → 06.12 | Long | 100.0% | +26.42% | 4.43 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +26.36% | 5.12 | 4 |