United States
Over 2018 to 2025 (8 years of data), PCARUSUSD has tended to move long between 05.10 and 24.11, closing higher in 87.5% of those years for an average +8.93% move and an annualized Sharpe of 2.46.
Best window
05.10 - 24.11
Direction
Long
Win rate
87.5%
Avg return
+8.93%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 24.11 | Long | 87.5% | +8.93% | 2.46 | 8 |
| 05.10 → 25.11 | Long | 87.5% | +8.91% | 2.46 | 8 |
| 11.10 → 24.11 | Long | 87.5% |
| +8.84% |
| 3.09 |
| 8 |
| 05.10 → 23.11 | Long | 87.5% | +8.83% | 2.36 | 8 |
| 05.10 → 04.12 | Long | 87.5% | +8.64% | 2.15 | 8 |
| 05.10 → 03.12 | Long | 87.5% | +8.44% | 2.31 | 8 |
| 05.10 → 28.11 | Long | 87.5% | +8.34% | 2.36 | 8 |
| 05.10 → 26.11 | Long | 87.5% | +8.32% | 2.34 | 8 |