United States
Over 2022 to 2025 (4 years of data), PTCUSUSD has tended to move long between 11.10 and 18.10, closing higher in 100.0% of those years for an average +5.92% move and an annualized Sharpe of 9.47.
Best window
11.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+5.92%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 18.10 | Long | 100.0% | +5.92% | 9.47 | 4 |
| 12.10 → 18.10 | Long | 100.0% | +5.26% | 17.30 | 4 |
| 08.10 → 18.10 | Long | 100.0% |
| +5.14% |
| 13.46 |
| 4 |
| 12.10 → 31.10 | Long | 100.0% | +5.12% | 3.60 | 4 |
| 11.10 → 17.10 | Long | 100.0% | +5.11% | 12.36 | 4 |
| 08.10 → 28.10 | Long | 100.0% | +5.03% | 5.71 | 4 |
| 08.10 → 25.10 | Long | 100.0% | +4.84% | 6.80 | 4 |
| 09.10 → 18.10 | Long | 100.0% | +4.62% | 11.53 | 4 |