United States
Over 2022 to 2025 (4 years of data), LYBUSUSD has tended to move short between 06.10 and 31.10, closing higher in 100.0% of those years for an average +5.23% move and an annualized Sharpe of 6.05.
Best window
06.10 - 31.10
Direction
Short
Win rate
100.0%
Avg return
+5.23%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 31.10 | Short | 100.0% | +5.23% | 6.05 | 4 |
| 06.10 → 01.11 | Short | 100.0% | +4.80% | 4.85 | 4 |
| 07.10 → 31.10 | Short | 100.0% |
| +4.58% |
| 5.33 |
| 4 |
| 10.10 → 30.10 | Short | 100.0% | +4.56% | 9.06 | 4 |
| 08.10 → 31.10 | Short | 100.0% | +4.18% | 5.90 | 4 |
| 10.10 → 31.10 | Short | 100.0% | +4.17% | 7.82 | 4 |
| 07.10 → 01.11 | Short | 100.0% | +4.15% | 4.19 | 4 |
| 09.10 → 31.10 | Short | 100.0% | +3.87% | 6.08 | 4 |