United States
Over 2017 to 2025 (9 years of data), PNCUSUSD has tended to move long between 12.10 and 02.12, closing higher in 100.0% of those years for an average +9.90% move and an annualized Sharpe of 4.13.
Best window
12.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+9.90%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 02.12 | Long | 100.0% | +9.90% | 4.13 | 9 |
| 12.10 → 04.12 | Long | 100.0% | +8.64% | 3.21 | 9 |
| 12.10 → 29.11 | Long | 100.0% |
| +8.61% |
| 3.84 |
| 9 |
| 12.10 → 06.12 | Long | 100.0% | +8.41% | 3.09 | 9 |
| 12.10 → 05.12 | Long | 100.0% | +8.39% | 3.17 | 9 |
| 12.10 → 10.12 | Long | 88.9% | +9.32% | 2.92 | 9 |
| 12.10 → 01.12 | Long | 88.9% | +9.16% | 3.58 | 9 |
| 11.10 → 02.12 | Long | 88.9% | +9.02% | 3.29 | 9 |