United States
Over 2017 to 2025 (9 years of data), PMUSUSD has tended to move long between 06.10 and 18.10, closing higher in 100.0% of those years for an average +2.59% move and an annualized Sharpe of 12.32.
Best window
06.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+2.59%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 18.10 | Long | 100.0% | +2.59% | 12.32 | 8 |
| 07.10 → 18.10 | Long | 100.0% | +2.43% | 13.10 | 8 |
| 06.10 → 19.10 | Long | 100.0% |
| +2.32% |
| 5.74 |
| 8 |
| 07.10 → 17.10 | Long | 100.0% | +1.76% | 11.58 | 8 |
| 06.10 → 02.12 | Long | 88.9% | +4.59% | 1.57 | 9 |
| 07.10 → 02.12 | Long | 88.9% | +4.51% | 1.40 | 9 |
| 06.10 → 01.12 | Long | 88.9% | +4.30% | 1.53 | 9 |
| 07.10 → 01.12 | Long | 88.9% | +4.22% | 1.36 | 9 |