United States
Over 2020 to 2025 (6 years of data), PTONUSUSD has tended to move long between 09.10 and 02.11, closing higher in 83.3% of those years for an average +13.18% move and an annualized Sharpe of 2.14.
Best window
09.10 - 02.11
Direction
Long
Win rate
83.3%
Avg return
+13.18%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 02.11 | Long | 83.3% | +13.18% | 2.14 | 6 |
| 09.10 → 04.11 | Long | 83.3% | +12.87% | 1.99 | 6 |
| 06.10 → 03.11 | Long | 83.3% |
| +12.47% |
| 1.90 |
| 6 |
| 07.10 → 03.11 | Long | 83.3% | +11.98% | 1.88 | 6 |
| 06.10 → 02.11 | Long | 83.3% | +11.97% | 1.86 | 6 |
| 06.10 → 04.11 | Long | 83.3% | +11.75% | 1.72 | 6 |
| 07.10 → 02.11 | Long | 83.3% | +11.48% | 1.83 | 6 |
| 07.10 → 04.11 | Long | 83.3% | +11.26% | 1.70 | 6 |