United States
Over 2017 to 2025 (9 years of data), PMUSUSD has tended to move short between 21.09 and 01.10, closing higher in 87.5% of those years for an average +2.34% move and an annualized Sharpe of 2.49.
Best window
21.09 - 01.10
Direction
Short
Win rate
87.5%
Avg return
+2.34%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 01.10 | Short | 87.5% | +2.34% | 2.49 | 8 |
| 15.09 → 06.11 | Short | 77.8% | +1.36% | 0.38 | 9 |
| 16.09 → 06.11 | Short | 77.8% |
| +1.33% |
| 0.38 |
| 9 |
| 15.09 → 07.11 | Short | 77.8% | +1.13% | 0.34 | 9 |
| 16.09 → 07.11 | Short | 77.8% | +1.09% | 0.34 | 9 |
| 17.09 → 07.11 | Short | 77.8% | +0.95% | 0.31 | 9 |
| 15.09 → 09.11 | Short | 77.8% | +0.76% | 0.22 | 9 |
| 16.09 → 09.11 | Short | 77.8% | +0.73% | 0.21 | 9 |