United States
Over 2018 to 2025 (8 years of data), PHUSUSD has tended to move long between 11.10 and 16.11, closing higher in 100.0% of those years for an average +13.03% move and an annualized Sharpe of 5.71.
Best window
11.10 - 16.11
Direction
Long
Win rate
100.0%
Avg return
+13.03%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.11 | Long | 100.0% | +13.03% | 5.71 | 8 |
| 11.10 → 02.12 | Long | 100.0% | +12.90% | 4.91 | 8 |
| 11.10 → 03.12 | Long | 100.0% |
| +12.72% |
| 4.85 |
| 8 |
| 11.10 → 01.12 | Long | 100.0% | +12.41% | 4.39 | 8 |
| 11.10 → 30.11 | Long | 100.0% | +12.25% | 4.53 | 8 |
| 11.10 → 24.11 | Long | 87.5% | +14.06% | 4.64 | 8 |
| 11.10 → 25.11 | Long | 87.5% | +13.88% | 4.74 | 8 |
| 10.10 → 24.11 | Long | 87.5% | +13.63% | 4.11 | 8 |