United States
Over 2017 to 2025 (9 years of data), PBRUSUSD has tended to move long between 12.10 and 25.10, closing higher in 77.8% of those years for an average +2.02% move and an annualized Sharpe of 2.46.
Best window
12.10 - 25.10
Direction
Long
Win rate
77.8%
Avg return
+2.02%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 25.10 | Long | 77.8% | +2.02% | 2.46 | 9 |
| 12.10 → 17.10 | Long | 77.8% | +1.80% | 4.26 | 9 |
| 12.10 → 18.10 | Long | 77.8% |
| +1.80% |
| 3.57 |
| 9 |
| 12.10 → 23.10 | Long | 77.8% | +1.71% | 2.32 | 9 |
| 07.10 → 20.10 | Long | 77.8% | +1.56% | 1.47 | 9 |
| 12.10 → 15.10 | Long | 77.8% | +1.32% | 5.01 | 9 |
| 10.10 → 24.10 | Short | 77.8% | +0.54% | 0.65 | 9 |
| 10.10 → 18.10 | Short | 77.8% | -0.15% | -0.23 | 9 |