United States
Over 2018 to 2025 (8 years of data), PSXUSUSD has tended to move short between 11.10 and 16.10, closing higher in 100.0% of those years for an average +2.26% move and an annualized Sharpe of 17.45.
Best window
11.10 - 16.10
Direction
Short
Win rate
100.0%
Avg return
+2.26%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Short | 100.0% | +2.26% | 17.45 | 4 |
| 06.10 → 09.10 | Long | 100.0% | +2.17% | 8.26 | 4 |
| 11.10 → 14.10 | Short | 100.0% |
| +1.67% |
| 12.02 |
| 4 |
| 10.10 → 28.10 | Short | 75.0% | +6.65% | 2.50 | 4 |
| 09.10 → 28.10 | Short | 75.0% | +6.58% | 2.20 | 4 |
| 11.10 → 28.10 | Short | 75.0% | +6.51% | 3.10 | 4 |
| 10.10 → 29.10 | Short | 75.0% | +6.00% | 2.15 | 4 |
| 09.10 → 29.10 | Short | 75.0% | +5.94% | 1.91 | 4 |