United States ETFs
Over 2020 to 2025 (6 years of data), PPAUSUSD has tended to move long between 11.10 and 10.11, closing higher in 100.0% of those years for an average +6.29% move and an annualized Sharpe of 3.84.
Best window
11.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+6.29%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.11 | Long | 100.0% | +6.29% | 3.84 | 6 |
| 11.10 → 11.11 | Long | 100.0% | +5.45% | 3.95 | 6 |
| 11.10 → 09.11 | Long | 100.0% |
| +5.13% |
| 4.14 |
| 6 |
| 11.10 → 08.11 | Long | 100.0% | +5.10% | 4.00 | 6 |
| 11.10 → 12.11 | Long | 100.0% | +4.87% | 3.84 | 6 |
| 11.10 → 07.11 | Long | 100.0% | +4.30% | 3.58 | 6 |
| 11.10 → 05.11 | Long | 100.0% | +3.59% | 2.79 | 5 |
| 06.10 → 23.10 | Long | 100.0% | +2.88% | 6.47 | 6 |