United States
Over 2022 to 2025 (4 years of data), PSTGUSUSD has tended to move long between 06.10 and 05.11, closing higher in 100.0% of those years for an average +6.49% move and an annualized Sharpe of 5.90.
Best window
06.10 - 05.11
Direction
Long
Win rate
100.0%
Avg return
+6.49%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 05.11 | Long | 100.0% | +6.49% | 5.90 | 3 |
| 06.10 → 10.11 | Long | 100.0% | +5.48% | 11.08 | 4 |
| 06.10 → 06.11 | Long | 100.0% |
| +5.26% |
| 9.38 |
| 4 |
| 06.10 → 08.11 | Long | 100.0% | +4.82% | 9.85 | 4 |
| 08.10 → 10.11 | Long | 100.0% | +4.79% | 6.07 | 4 |
| 06.10 → 29.11 | Long | 100.0% | +4.48% | 3.14 | 4 |
| 06.10 → 07.11 | Long | 100.0% | +4.45% | 12.48 | 4 |
| 08.10 → 08.11 | Long | 100.0% | +4.15% | 4.59 | 4 |