United States
Over 2022 to 2025 (4 years of data), PKGUSUSD has tended to move long between 08.10 and 14.10, closing higher in 100.0% of those years for an average +1.49% move and an annualized Sharpe of 7.37.
Best window
08.10 - 14.10
Direction
Long
Win rate
100.0%
Avg return
+1.49%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 14.10 | Long | 100.0% | +1.49% | 7.37 | 4 |
| 13.10 → 01.12 | Long | 75.0% | +11.56% | 3.62 | 4 |
| 08.10 → 01.12 | Long | 75.0% |
| +11.32% |
| 3.30 |
| 4 |
| 13.10 → 30.11 | Long | 75.0% | +11.23% | 3.59 | 4 |
| 08.10 → 30.11 | Long | 75.0% | +10.98% | 3.27 | 4 |
| 07.10 → 01.12 | Long | 75.0% | +10.66% | 3.03 | 4 |
| 09.10 → 01.12 | Long | 75.0% | +10.66% | 3.01 | 4 |
| 13.10 → 11.12 | Long | 75.0% | +10.64% | 3.05 | 4 |