United States
Over 2022 to 2025 (4 years of data), PEAKUSUSD has tended to move long between 11.10 and 02.12, closing higher in 100.0% of those years for an average +8.16% move and an annualized Sharpe of 2.35.
Best window
11.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+8.16%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 100.0% | +8.16% | 2.35 | 3 |
| 11.10 → 01.12 | Long | 100.0% | +5.90% | 1.81 | 4 |
| 11.10 → 30.11 | Long | 75.0% |
| +4.74% |
| 1.32 |
| 4 |
| 11.10 → 29.11 | Long | 75.0% | +4.29% | 1.36 | 4 |
| 05.10 → 17.11 | Short | 75.0% | +4.14% | 2.25 | 4 |
| 11.10 → 08.12 | Long | 75.0% | +4.02% | 1.10 | 4 |
| 05.10 → 13.11 | Short | 75.0% | +3.86% | 1.82 | 4 |
| 11.10 → 07.12 | Long | 75.0% | +3.84% | 1.10 | 4 |