United States
Over 2017 to 2025 (9 years of data), LUSUSD has tended to move long between 13.10 and 25.11, closing higher in 100.0% of those years for an average +7.31% move and an annualized Sharpe of 3.42.
Best window
13.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+7.31%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 25.11 | Long | 100.0% | +7.31% | 3.42 | 9 |
| 13.10 → 24.11 | Long | 100.0% | +7.29% | 3.25 | 9 |
| 12.10 → 25.11 | Long | 100.0% |
| +6.95% |
| 3.22 |
| 9 |
| 12.10 → 24.11 | Long | 100.0% | +6.93% | 3.06 | 9 |
| 13.10 → 23.11 | Long | 100.0% | +6.64% | 3.40 | 9 |
| 13.10 → 22.11 | Long | 100.0% | +6.55% | 3.35 | 9 |
| 13.10 → 21.11 | Long | 100.0% | +6.14% | 3.24 | 9 |
| 13.10 → 18.11 | Long | 100.0% | +5.81% | 3.47 | 9 |