United States
Over 2022 to 2025 (4 years of data), PRGOUSUSD has tended to move short between 06.10 and 12.10, closing higher in 100.0% of those years for an average +3.41% move and an annualized Sharpe of 15.89.
Best window
06.10 - 12.10
Direction
Short
Win rate
100.0%
Avg return
+3.41%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 12.10 | Short | 100.0% | +3.41% | 15.89 | 4 |
| 11.10 → 17.10 | Long | 100.0% | +2.90% | 16.70 | 4 |
| 10.10 → 18.10 | Long | 100.0% |
| +2.77% |
| 7.98 |
| 4 |
| 08.10 → 18.10 | Long | 100.0% | +2.58% | 6.70 | 4 |
| 10.10 → 17.10 | Long | 100.0% | +2.57% | 13.64 | 4 |
| 09.10 → 18.10 | Long | 100.0% | +2.39% | 6.67 | 4 |
| 07.10 → 12.10 | Short | 100.0% | +2.20% | 16.15 | 4 |
| 06.10 → 09.10 | Short | 100.0% | +2.14% | 18.81 | 4 |