Over 2022 to 2025 (4 years of data), PANWUSUSD has tended to move short between 08.07 and 07.08, closing higher in 100.0% of those years for an average +11.93% move and an annualized Sharpe of 8.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 07.08 | Short | 100.0% | +11.93% | 8.17 | 4 |
| 09.07 → 07.08 | Short | 100.0% | +11.86% | 7.75 | 4 |
| 08.07 → 06.08 | Short | 100.0% | +11.56% | 8.54 | 4 |
| 09.07 → 06.08 | Short | 100.0% | +11.49% | 8.11 | 4 |
| 08.07 → 05.08 | Short | 100.0% | +11.21% | 9.69 | 4 |
| 07.07 → 07.08 | Short | 100.0% | +11.16% | 6.65 | 4 |
| 09.07 → 05.08 | Short | 100.0% | +11.15% | 9.54 | 4 |
| 08.07 → 04.08 | Short | 100.0% | +10.90% | 8.72 | 4 |