United States
Over 2022 to 2025 (4 years of data), PBFUSUSD has tended to move long between 09.10 and 27.10, closing higher in 100.0% of those years for an average +8.15% move and an annualized Sharpe of 4.53.
Best window
09.10 - 27.10
Direction
Long
Win rate
100.0%
Avg return
+8.15%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 27.10 | Long | 100.0% | +8.15% | 4.53 | 4 |
| 11.10 → 18.10 | Long | 100.0% | +8.07% | 12.10 | 4 |
| 09.10 → 23.10 | Long | 100.0% |
| +7.98% |
| 7.82 |
| 4 |
| 10.10 → 23.10 | Long | 100.0% | +7.84% | 6.76 | 4 |
| 09.10 → 26.10 | Long | 100.0% | +7.43% | 5.41 | 4 |
| 09.10 → 24.10 | Long | 100.0% | +7.41% | 6.74 | 4 |
| 09.10 → 28.10 | Long | 100.0% | +7.23% | 4.34 | 4 |
| 09.10 → 25.10 | Long | 100.0% | +6.75% | 6.54 | 4 |