United States
Over 2022 to 2025 (4 years of data), PENNUSUSD has tended to move short between 06.10 and 19.10, closing higher in 100.0% of those years for an average +5.68% move and an annualized Sharpe of 6.04.
Best window
06.10 - 19.10
Direction
Short
Win rate
100.0%
Avg return
+5.68%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 19.10 | Short | 100.0% | +5.68% | 6.04 | 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 |
| 11.10 → 03.11 | Long | 100.0% | +4.36% | 14.12 | 4 |
| 05.10 → 19.10 | Short | 100.0% | +4.20% | 5.50 | 4 |
| 07.10 → 13.10 | Short | 100.0% | +3.99% | 8.45 | 4 |