United States
Over 2017 to 2025 (9 years of data), LUVUSUSD has tended to move long between 12.10 and 06.12, closing higher in 77.8% of those years for an average +9.97% move and an annualized Sharpe of 2.11.
Best window
12.10 - 06.12
Direction
Long
Win rate
77.8%
Avg return
+9.97%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 06.12 | Long | 77.8% | +9.97% | 2.11 | 9 |
| 12.10 → 05.12 | Long | 77.8% | +9.66% | 2.00 | 9 |
| 12.10 → 07.12 | Long | 77.8% |
| +9.51% |
| 1.96 |
| 9 |
| 12.10 → 10.12 | Long | 77.8% | +9.39% | 1.59 | 9 |
| 11.10 → 06.12 | Long | 77.8% | +9.32% | 1.94 | 9 |
| 10.10 → 06.12 | Long | 77.8% | +9.21% | 1.90 | 9 |
| 12.10 → 08.12 | Long | 77.8% | +9.21% | 1.91 | 9 |
| 11.10 → 05.12 | Long | 77.8% | +9.03% | 1.83 | 9 |