United States ETFs
Over 2020 to 2025 (6 years of data), PEJUSUSD has tended to move long between 09.10 and 08.11, closing higher in 100.0% of those years for an average +3.39% move and an annualized Sharpe of 3.59.
Best window
09.10 - 08.11
Direction
Long
Win rate
100.0%
Avg return
+3.39%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 08.11 | Long | 100.0% | +3.39% | 3.59 | 6 |
| 11.10 → 10.12 | Long | 83.3% | +7.42% | 2.23 | 6 |
| 11.10 → 04.12 | Long | 83.3% |
| +7.00% |
| 2.03 |
| 6 |
| 11.10 → 09.12 | Long | 83.3% | +6.94% | 2.17 | 6 |
| 11.10 → 08.12 | Long | 83.3% | +6.82% | 2.24 | 6 |
| 08.10 → 04.12 | Long | 83.3% | +6.80% | 1.79 | 6 |
| 09.10 → 04.12 | Long | 83.3% | +6.78% | 1.88 | 6 |
| 10.10 → 04.12 | Long | 83.3% | +6.65% | 1.89 | 6 |