United States
Over 2020 to 2025 (6 years of data), PLTRUSUSD has tended to move long between 08.10 and 02.11, closing higher in 100.0% of those years for an average +6.89% move and an annualized Sharpe of 5.58.
Best window
08.10 - 02.11
Direction
Long
Win rate
100.0%
Avg return
+6.89%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 02.11 | Long | 100.0% | +6.89% | 5.58 | 6 |
| 07.10 → 24.10 | Long | 100.0% | +3.69% | 4.99 | 6 |
| 07.10 → 11.11 | Long | 83.3% |
| +25.03% |
| 2.90 |
| 6 |
| 08.10 → 11.11 | Long | 83.3% | +24.55% | 2.97 | 6 |
| 13.10 → 11.11 | Long | 83.3% | +23.09% | 3.04 | 6 |
| 11.10 → 11.11 | Long | 83.3% | +22.90% | 3.00 | 6 |
| 11.10 → 15.11 | Long | 83.3% | +22.70% | 2.67 | 6 |
| 12.10 → 11.11 | Long | 83.3% | +22.36% | 2.95 | 6 |