United States
Over 2022 to 2026 (5 years of data), PTCUSUSD has tended to move long between 12.10 and 18.10, closing higher in 100.0% of those years for an average +5.26% move and an annualized Sharpe of 17.30.
Best window
12.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+5.26%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 18.10 | Long | 100.0% | +5.26% | 17.30 | 4 |
| 12.10 → 31.10 | Long | 100.0% | +5.12% | 3.60 | 4 |
| 13.10 → 18.10 | Long | 100.0% |
| +4.77% |
| 12.14 |
| 4 |
| 15.10 → 18.10 | Long | 100.0% | +4.62% | 18.95 | 4 |
| 15.10 → 28.10 | Long | 100.0% | +4.57% | 4.36 | 4 |
| 12.10 → 17.10 | Long | 100.0% | +4.48% | 30.01 | 4 |
| 15.10 → 25.10 | Long | 100.0% | +4.37% | 5.40 | 4 |
| 12.10 → 24.10 | Long | 100.0% | +4.29% | 6.40 | 4 |