United States
Over 2022 to 2025 (4 years of data), PVHUSUSD has tended to move long between 11.10 and 03.12, closing higher in 100.0% of those years for an average +31.51% move and an annualized Sharpe of 4.93.
Best window
11.10 - 03.12
Direction
Long
Win rate
100.0%
Avg return
+31.51%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 03.12 | Long | 100.0% | +31.51% | 4.93 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +31.49% | 4.35 | 4 |
| 11.10 → 01.12 | Long | 100.0% |
| +30.26% |
| 4.29 |
| 4 |
| 07.10 → 03.12 | Long | 100.0% | +28.91% | 3.58 | 4 |
| 10.10 → 02.12 | Long | 100.0% | +28.79% | 3.96 | 4 |
| 10.10 → 03.12 | Long | 100.0% | +28.78% | 4.49 | 4 |
| 05.10 → 02.12 | Long | 100.0% | +28.55% | 3.39 | 4 |
| 08.10 → 02.12 | Long | 100.0% | +28.55% | 3.46 | 4 |