United States
Over 2022 to 2025 (4 years of data), PCTYUSUSD has tended to move long between 11.10 and 18.10, closing higher in 100.0% of those years for an average +2.83% move and an annualized Sharpe of 7.74.
Best window
11.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+2.83%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 18.10 | Long | 100.0% | +2.83% | 7.74 | 4 |
| 07.10 → 04.11 | Short | 75.0% | +10.38% | 2.43 | 4 |
| 06.10 → 04.11 | Short | 75.0% |
| +10.12% |
| 2.36 |
| 4 |
| 07.10 → 03.11 | Short | 75.0% | +8.96% | 2.27 | 4 |
| 07.10 → 05.11 | Short | 75.0% | +8.96% | 1.87 | 4 |
| 06.10 → 03.11 | Short | 75.0% | +8.70% | 2.20 | 4 |
| 06.10 → 05.11 | Short | 75.0% | +8.69% | 1.80 | 4 |
| 08.10 → 04.11 | Short | 75.0% | +8.22% | 1.99 | 4 |