United States
Over 2022 to 2025 (4 years of data), PIIUSUSD has tended to move long between 08.10 and 17.10, closing higher in 100.0% of those years for an average +3.47% move and an annualized Sharpe of 16.72.
Best window
08.10 - 17.10
Direction
Long
Win rate
100.0%
Avg return
+3.47%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 17.10 | Long | 100.0% | +3.47% | 16.72 | 4 |
| 10.10 → 17.10 | Long | 100.0% | +3.46% | 12.29 | 4 |
| 09.10 → 17.10 | Long | 100.0% |
| +3.28% |
| 18.92 |
| 4 |
| 08.10 → 16.10 | Long | 100.0% | +2.95% | 13.28 | 4 |
| 09.10 → 16.10 | Long | 100.0% | +2.77% | 13.40 | 4 |
| 08.10 → 15.10 | Long | 100.0% | +2.36% | 17.90 | 4 |
| 07.10 → 17.10 | Long | 100.0% | +2.19% | 8.70 | 4 |
| 09.10 → 15.10 | Long | 100.0% | +2.18% | 21.75 | 4 |