United States
Over 2022 to 2025 (4 years of data), LYVUSUSD has tended to move short between 12.10 and 05.11, closing higher in 75.0% of those years for an average +4.20% move and an annualized Sharpe of 3.12.
Best window
12.10 - 05.11
Direction
Short
Win rate
75.0%
Avg return
+4.20%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 05.11 | Short | 75.0% | +4.20% | 3.12 | 4 |
| 10.10 → 05.11 | Short | 75.0% | +3.73% | 2.25 | 4 |
| 11.10 → 05.11 | Short | 75.0% |
| +3.67% |
| 2.39 |
| 4 |
| 07.10 → 05.11 | Short | 75.0% | +3.66% | 1.75 | 4 |
| 08.10 → 05.11 | Short | 75.0% | +3.64% | 1.89 | 4 |
| 09.10 → 05.11 | Short | 75.0% | +3.11% | 1.96 | 4 |
| 12.10 → 04.11 | Short | 75.0% | +2.49% | 2.61 | 4 |
| 10.10 → 04.11 | Short | 75.0% | +2.01% | 1.55 | 4 |