United States
Over 2017 to 2025 (9 years of data), PCGUSUSD has tended to move long between 11.10 and 20.10, closing higher in 100.0% of those years for an average +4.07% move and an annualized Sharpe of 5.87.
Best window
11.10 - 20.10
Direction
Long
Win rate
100.0%
Avg return
+4.07%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 20.10 | Long | 100.0% | +4.07% | 5.87 | 8 |
| 05.10 → 09.10 | Long | 100.0% | +3.27% | 12.58 | 8 |
| 11.10 → 22.10 | Long | 87.5% |
| +4.28% |
| 4.65 |
| 8 |
| 11.10 → 21.10 | Long | 87.5% | +4.02% | 5.38 | 8 |
| 05.10 → 08.10 | Long | 87.5% | +3.93% | 14.54 | 8 |
| 11.10 → 19.10 | Long | 87.5% | +3.74% | 7.51 | 8 |
| 11.10 → 17.10 | Long | 87.5% | +3.50% | 9.21 | 8 |
| 11.10 → 16.10 | Long | 87.5% | +3.39% | 10.82 | 8 |