United States
Over 2018 to 2025 (8 years of data), PRUUSUSD has tended to move long between 06.10 and 25.11, closing higher in 87.5% of those years for an average +6.05% move and an annualized Sharpe of 1.89.
Best window
06.10 - 25.11
Direction
Long
Win rate
87.5%
Avg return
+6.05%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 25.11 | Long | 87.5% | +6.05% | 1.89 | 8 |
| 06.10 → 24.11 | Long | 87.5% | +6.04% | 1.85 | 8 |
| 08.10 → 25.11 | Long | 87.5% |
| +6.00% |
| 1.93 |
| 8 |
| 08.10 → 24.11 | Long | 87.5% | +5.99% | 1.90 | 8 |
| 07.10 → 25.11 | Long | 87.5% | +5.91% | 1.81 | 8 |
| 07.10 → 24.11 | Long | 87.5% | +5.90% | 1.77 | 8 |
| 06.10 → 22.11 | Long | 87.5% | +5.41% | 1.74 | 8 |
| 12.10 → 23.11 | Long | 87.5% | +5.30% | 1.93 | 8 |