United States
Over 2022 to 2025 (4 years of data), LWUSUSD has tended to move long between 07.10 and 10.10, closing higher in 100.0% of those years for an average +2.66% move and an annualized Sharpe of 13.58.
Best window
07.10 - 10.10
Direction
Long
Win rate
100.0%
Avg return
+2.66%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Long | 100.0% | +2.66% | 13.58 | 4 |
| 07.10 → 03.12 | Long | 75.0% | +7.62% | 2.30 | 4 |
| 08.10 → 03.12 | Long | 75.0% |
| +6.99% |
| 2.41 |
| 4 |
| 07.10 → 04.12 | Long | 75.0% | +6.79% | 2.15 | 4 |
| 07.10 → 02.12 | Long | 75.0% | +6.64% | 1.96 | 4 |
| 12.10 → 03.12 | Long | 75.0% | +6.54% | 2.51 | 4 |
| 06.10 → 03.12 | Long | 75.0% | +6.46% | 2.04 | 4 |
| 08.10 → 04.12 | Long | 75.0% | +6.17% | 2.20 | 4 |