United States
Over 2022 to 2025 (4 years of data), LYFTUSUSD has tended to move long between 09.10 and 07.11, closing higher in 100.0% of those years for an average +14.68% move and an annualized Sharpe of 3.16.
Best window
09.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+14.68%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 07.11 | Long | 100.0% | +14.68% | 3.16 | 4 |
| 08.10 → 07.11 | Long | 100.0% | +14.60% | 3.09 | 4 |
| 05.10 → 07.11 | Long | 100.0% |
| +13.80% |
| 2.80 |
| 4 |
| 06.10 → 07.11 | Long | 100.0% | +13.61% | 2.78 | 4 |
| 07.10 → 07.11 | Long | 100.0% | +13.35% | 2.74 | 4 |
| 09.10 → 15.11 | Long | 100.0% | +13.02% | 2.14 | 4 |
| 08.10 → 15.11 | Long | 100.0% | +12.94% | 2.10 | 4 |
| 11.10 → 07.11 | Long | 75.0% | +16.42% | 4.16 | 4 |