United States
Over 2022 to 2025 (4 years of data), LYBUSUSD has tended to move short between 05.10 and 30.10, closing higher in 100.0% of those years for an average +6.08% move and an annualized Sharpe of 7.54.
Best window
05.10 - 30.10
Direction
Short
Win rate
100.0%
Avg return
+6.08%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 30.10 | Short | 100.0% | +6.08% | 7.54 | 4 |
| 05.10 → 31.10 | Short | 100.0% | +5.72% | 8.12 | 4 |
| 05.10 → 02.11 | Short | 100.0% |
| +5.39% |
| 4.23 |
| 4 |
| 05.10 → 01.11 | Short | 100.0% | +5.29% | 5.93 | 4 |
| 05.10 → 29.10 | Short | 100.0% | +5.23% | 7.91 | 4 |
| 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 |