United States
Over 2017 to 2025 (9 years of data), LVSUSUSD has tended to move long between 11.10 and 08.12, closing higher in 88.9% of those years for an average +13.50% move and an annualized Sharpe of 2.58.
Best window
11.10 - 08.12
Direction
Long
Win rate
88.9%
Avg return
+13.50%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.12 | Long | 88.9% | +13.50% | 2.58 | 9 |
| 11.10 → 09.12 | Long | 88.9% | +13.16% | 2.66 | 9 |
| 11.10 → 01.12 | Long | 88.9% |
| +12.42% |
| 2.37 |
| 9 |
| 10.10 → 08.12 | Long | 88.9% | +11.99% | 2.48 | 9 |
| 10.10 → 09.12 | Long | 88.9% | +11.67% | 2.52 | 9 |
| 09.10 → 08.12 | Long | 88.9% | +11.64% | 2.56 | 9 |
| 11.10 → 07.11 | Long | 88.9% | +11.26% | 3.84 | 9 |
| 05.10 → 04.12 | Long | 88.9% | +10.90% | 2.16 | 9 |