United States ETFs
Over 2020 to 2025 (6 years of data), PEJUSUSD has tended to move short between 20.09 and 03.10, closing higher in 83.3% of those years for an average +2.23% move and an annualized Sharpe of 2.44.
Best window
20.09 - 03.10
Direction
Short
Win rate
83.3%
Avg return
+2.23%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 03.10 | Short | 83.3% | +2.23% | 2.44 | 6 |
| 21.09 → 03.10 | Short | 83.3% | +2.04% | 2.75 | 6 |
| 19.09 → 30.09 | Short | 83.3% |
| +2.03% |
| 3.01 |
| 6 |
| 20.09 → 25.09 | Short | 83.3% | +2.03% | 3.31 | 6 |
| 19.09 → 03.10 | Short | 83.3% | +2.00% | 2.28 | 6 |
| 20.09 → 07.10 | Short | 83.3% | +1.93% | 1.74 | 6 |
| 21.09 → 25.09 | Short | 83.3% | +1.84% | 3.75 | 6 |
| 19.09 → 25.09 | Short | 83.3% | +1.81% | 2.93 | 6 |