United States
Over 2022 to 2025 (4 years of data), PANWUSUSD has tended to move short between 10.10 and 23.10, closing higher in 100.0% of those years for an average +2.13% move and an annualized Sharpe of 5.89.
Best window
10.10 - 23.10
Direction
Short
Win rate
100.0%
Avg return
+2.13%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 23.10 | Short | 100.0% | +2.13% | 5.89 | 4 |
| 11.10 → 18.10 | Long | 100.0% | +1.88% | 45.76 | 4 |
| 06.10 → 01.12 | Long | 75.0% |
| +8.62% |
| 1.65 |
| 4 |
| 08.10 → 05.12 | Long | 75.0% | +7.68% | 1.80 | 4 |
| 07.10 → 01.12 | Long | 75.0% | +7.34% | 1.53 | 4 |
| 08.10 → 01.12 | Long | 75.0% | +7.02% | 1.55 | 4 |
| 08.10 → 04.12 | Long | 75.0% | +6.77% | 1.62 | 4 |
| 06.10 → 11.11 | Long | 75.0% | +6.65% | 2.63 | 4 |