United States
Over 2017 to 2025 (9 years of data), PCLNUSUSD has tended to move long between 05.10 and 06.11, closing higher in 77.8% of those years for an average +3.20% move and an annualized Sharpe of 1.43.
Best window
05.10 - 06.11
Direction
Long
Win rate
77.8%
Avg return
+3.20%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 06.11 | Long | 77.8% | +3.20% | 1.43 | 9 |
| 11.10 → 10.12 | Long | 66.7% | +5.44% | 1.13 | 9 |
| 11.10 → 05.12 | Long | 66.7% |
| +5.13% |
| 1.08 |
| 9 |
| 11.10 → 09.12 | Long | 66.7% | +4.97% | 1.12 | 9 |
| 06.10 → 09.11 | Long | 66.7% | +4.85% | 1.37 | 9 |
| 06.10 → 11.11 | Long | 66.7% | +4.76% | 1.41 | 9 |
| 08.10 → 11.11 | Long | 66.7% | +4.62% | 1.52 | 9 |
| 09.10 → 11.11 | Long | 66.7% | +4.47% | 1.57 | 9 |