United States
Over 2017 to 2025 (9 years of data), PXDUSUSD has tended to move long between 05.10 and 09.10, closing higher in 100.0% of those years for an average +4.24% move and an annualized Sharpe of 11.78.
Best window
05.10 - 09.10
Direction
Long
Win rate
100.0%
Avg return
+4.24%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 09.10 | Long | 100.0% | +4.24% | 11.78 | 6 |
| 05.10 → 24.11 | Long | 85.7% | +5.61% | 1.25 | 7 |
| 05.10 → 25.11 | Long | 85.7% |
| +4.91% |
| 1.12 |
| 7 |
| 05.10 → 23.11 | Long | 85.7% | +3.97% | 1.01 | 7 |
| 05.10 → 07.11 | Long | 85.7% | +3.84% | 1.91 | 7 |
| 06.10 → 24.11 | Long | 85.7% | +3.66% | 0.90 | 7 |
| 05.10 → 27.11 | Long | 85.7% | +3.57% | 0.76 | 7 |
| 05.10 → 26.11 | Long | 85.7% | +3.40% | 0.76 | 7 |