United States
Over 2017 to 2025 (9 years of data), PGUSUSD has tended to move long between 06.10 and 24.10, closing higher in 88.9% of those years for an average +1.64% move and an annualized Sharpe of 2.02.
Best window
06.10 - 24.10
Direction
Long
Win rate
88.9%
Avg return
+1.64%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 24.10 | Long | 88.9% | +1.64% | 2.02 | 9 |
| 09.10 → 27.10 | Long | 88.9% | +1.63% | 1.99 | 9 |
| 07.10 → 26.10 | Long | 88.9% |
| +1.59% |
| 2.05 |
| 9 |
| 05.10 → 24.10 | Long | 88.9% | +1.45% | 1.66 | 9 |
| 07.10 → 27.10 | Long | 88.9% | +1.41% | 1.71 | 9 |
| 07.10 → 17.10 | Long | 88.9% | +0.35% | 1.03 | 9 |
| 11.10 → 02.12 | Long | 77.8% | +5.20% | 1.79 | 9 |
| 11.10 → 04.12 | Long | 77.8% | +5.20% | 1.81 | 9 |