United States
Over 2022 to 2025 (4 years of data), PNRUSUSD has tended to move long between 11.10 and 17.10, closing higher in 100.0% of those years for an average +2.02% move and an annualized Sharpe of 14.85.
Best window
11.10 - 17.10
Direction
Long
Win rate
100.0%
Avg return
+2.02%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 17.10 | Long | 100.0% | +2.02% | 14.85 | 4 |
| 10.10 → 15.10 | Long | 100.0% | +1.49% | 11.22 | 4 |
| 10.10 → 14.10 | Long | 100.0% |
| +1.04% |
| 8.96 |
| 4 |
| 08.10 → 02.12 | Long | 75.0% | +7.37% | 2.44 | 4 |
| 08.10 → 01.12 | Long | 75.0% | +7.34% | 2.48 | 4 |
| 11.10 → 02.12 | Long | 75.0% | +7.18% | 2.74 | 4 |
| 11.10 → 01.12 | Long | 75.0% | +7.16% | 2.77 | 4 |
| 07.10 → 02.12 | Long | 75.0% | +7.14% | 2.20 | 4 |