United States
Over 2022 to 2025 (4 years of data), PENNUSUSD has tended to move long between 12.10 and 05.11, closing higher in 100.0% of those years for an average +5.92% move and an annualized Sharpe of 3.99.
Best window
12.10 - 05.11
Direction
Long
Win rate
100.0%
Avg return
+5.92%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 05.11 | Long | 100.0% | +5.92% | 3.99 | 4 |
| 06.10 → 19.10 | Short | 100.0% | +5.68% | 6.04 | 4 |
| 12.10 → 02.11 | Long | 100.0% |
| +5.60% |
| 6.19 |
| 4 |
| 11.10 → 05.11 | Long | 100.0% | +5.52% | 3.96 | 4 |
| 11.10 → 02.11 | Long | 100.0% | +5.22% | 6.15 | 4 |
| 06.10 → 13.10 | Short | 100.0% | +4.92% | 7.27 | 4 |
| 07.10 → 19.10 | Short | 100.0% | +4.77% | 6.97 | 4 |
| 12.10 → 03.11 | Long | 100.0% | +4.74% | 12.39 | 4 |