United States
Over 2017 to 2025 (9 years of data), PFEUSUSD has tended to move long between 11.10 and 01.12, closing higher in 77.8% of those years for an average +5.13% move and an annualized Sharpe of 1.04.
Best window
11.10 - 01.12
Direction
Long
Win rate
77.8%
Avg return
+5.13%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 77.8% | +5.13% | 1.04 | 9 |
| 10.10 → 01.12 | Long | 77.8% | +4.50% | 0.90 | 9 |
| 09.10 → 04.12 | Long | 77.8% |
| +3.84% |
| 0.84 |
| 9 |
| 06.10 → 13.10 | Short | 77.8% | +1.95% | 4.28 | 9 |
| 06.10 → 11.10 | Short | 77.8% | +1.85% | 4.72 | 9 |
| 06.10 → 14.10 | Short | 77.8% | +1.73% | 3.49 | 9 |
| 06.10 → 12.10 | Short | 77.8% | +1.68% | 4.07 | 9 |
| 09.10 → 12.10 | Short | 77.8% | +0.61% | 3.87 | 9 |