United States
Over 2017 to 2025 (9 years of data), PFEUSUSD has tended to move short between 15.09 and 26.09, closing higher in 88.9% of those years for an average +1.97% move and an annualized Sharpe of 5.91.
Best window
15.09 - 26.09
Direction
Short
Win rate
88.9%
Avg return
+1.97%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 26.09 | Short | 88.9% | +1.97% | 5.91 | 9 |
| 16.09 → 26.09 | Short | 88.9% | +1.86% | 6.11 | 9 |
| 15.09 → 25.09 | Short | 88.9% |
| +1.84% |
| 6.25 |
| 9 |
| 15.09 → 28.09 | Short | 88.9% | +1.79% | 4.16 | 9 |
| 17.09 → 26.09 | Short | 88.9% | +1.75% | 5.67 | 9 |
| 15.09 → 27.09 | Short | 88.9% | +1.66% | 4.18 | 9 |
| 21.09 → 25.09 | Short | 88.9% | +1.18% | 16.12 | 9 |
| 21.09 → 29.09 | Short | 88.9% | +0.70% | 5.39 | 9 |