United States
Over 2018 to 2025 (8 years of data), PCARUSUSD has tended to move long between 11.10 and 24.11, closing higher in 87.5% of those years for an average +8.84% move and an annualized Sharpe of 3.09.
Best window
11.10 - 24.11
Direction
Long
Win rate
87.5%
Avg return
+8.84%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 24.11 | Long | 87.5% | +8.84% | 3.09 | 8 |
| 12.10 → 24.11 | Long | 87.5% | +8.39% | 3.31 | 8 |
| 06.10 → 24.11 | Long | 87.5% |
| +8.26% |
| 2.46 |
| 8 |
| 06.10 → 25.11 | Long | 87.5% | +8.24% | 2.45 | 8 |
| 08.10 → 24.11 | Long | 87.5% | +8.24% | 2.32 | 8 |
| 06.10 → 23.11 | Long | 87.5% | +8.16% | 2.36 | 8 |
| 08.10 → 23.11 | Long | 87.5% | +8.14% | 2.25 | 8 |
| 10.10 → 24.11 | Long | 87.5% | +8.13% | 2.46 | 8 |