United States
Over 2018 to 2025 (8 years of data), PPGUSUSD has tended to move long between 10.10 and 02.12, closing higher in 100.0% of those years for an average +8.99% move and an annualized Sharpe of 2.89.
Best window
10.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+8.99%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 02.12 | Long | 100.0% | +8.99% | 2.89 | 7 |
| 10.10 → 05.12 | Long | 100.0% | +8.80% | 2.97 | 7 |
| 10.10 → 04.12 | Long | 100.0% |
| +8.72% |
| 3.04 |
| 7 |
| 10.10 → 03.12 | Long | 100.0% | +8.65% | 3.10 | 7 |
| 10.10 → 06.12 | Long | 100.0% | +8.42% | 2.95 | 7 |
| 10.10 → 01.12 | Long | 100.0% | +8.30% | 2.76 | 7 |
| 10.10 → 30.11 | Long | 100.0% | +8.01% | 2.70 | 7 |
| 10.10 → 07.12 | Long | 100.0% | +7.95% | 2.86 | 7 |