United States
Over 2017 to 2025 (9 years of data), PEPUSUSD has tended to move long between 08.10 and 24.10, closing higher in 100.0% of those years for an average +3.94% move and an annualized Sharpe of 5.81.
Best window
08.10 - 24.10
Direction
Long
Win rate
100.0%
Avg return
+3.94%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 24.10 | Long | 100.0% | +3.94% | 5.81 | 8 |
| 08.10 → 25.10 | Long | 100.0% | +3.93% | 5.18 | 8 |
| 08.10 → 22.10 | Long | 100.0% |
| +3.73% |
| 5.59 |
| 8 |
| 09.10 → 24.10 | Long | 100.0% | +3.69% | 5.15 | 8 |
| 08.10 → 26.10 | Long | 100.0% | +3.64% | 4.54 | 8 |
| 08.10 → 19.10 | Long | 100.0% | +3.62% | 6.96 | 8 |
| 08.10 → 23.10 | Long | 100.0% | +3.59% | 5.57 | 8 |
| 08.10 → 18.10 | Long | 100.0% | +3.44% | 6.42 | 8 |