United States
Over 2022 to 2025 (4 years of data), LWUSUSD has tended to move long between 20.09 and 19.11, closing higher in 100.0% of those years for an average +7.18% move and an annualized Sharpe of 2.66.
Best window
20.09 - 19.11
Direction
Long
Win rate
100.0%
Avg return
+7.18%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 19.11 | Long | 100.0% | +7.18% | 2.66 | 4 |
| 20.09 → 18.11 | Long | 100.0% | +7.14% | 2.41 | 4 |
| 20.09 → 05.10 | Long | 100.0% |
| +7.00% |
| 7.19 |
| 4 |
| 21.09 → 05.10 | Long | 100.0% | +6.58% | 6.69 | 4 |
| 21.09 → 25.09 | Short | 100.0% | +2.18% | 10.22 | 4 |
| 21.09 → 24.09 | Short | 100.0% | +1.75% | 12.89 | 4 |
| 20.09 → 05.11 | Long | 75.0% | +10.55% | 3.29 | 4 |
| 20.09 → 07.11 | Long | 75.0% | +10.55% | 2.98 | 4 |