United States
Over 2020 to 2025 (6 years of data), PLUGUSUSD has tended to move short between 08.10 and 23.10, closing higher in 83.3% of those years for an average +6.90% move and an annualized Sharpe of 1.82.
Best window
08.10 - 23.10
Direction
Short
Win rate
83.3%
Avg return
+6.90%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 23.10 | Short | 83.3% | +6.90% | 1.82 | 6 |
| 08.10 → 30.10 | Short | 83.3% | +6.66% | 0.91 | 6 |
| 10.10 → 30.10 | Short | 83.3% |
| +6.07% |
| 0.92 |
| 6 |
| 08.10 → 24.10 | Short | 83.3% | +5.84% | 1.49 | 6 |
| 09.10 → 30.10 | Short | 83.3% | +5.70% | 0.86 | 6 |
| 08.10 → 29.10 | Short | 83.3% | +5.66% | 0.99 | 6 |
| 07.10 → 23.10 | Short | 83.3% | +5.57% | 1.17 | 6 |
| 07.10 → 30.10 | Short | 83.3% | +5.08% | 0.60 | 6 |