Over 2022 to 2025 (4 years of data), PANWUSUSD has tended to move long between 27.08 and 10.09, closing higher in 100.0% of those years for an average +5.36% move and an annualized Sharpe of 7.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 10.09 | Long | 100.0% | +5.36% | 7.98 | 4 |
| 27.08 → 09.09 | Long | 100.0% | +4.98% | 6.82 | 4 |
| 27.08 → 13.09 | Long | 100.0% | +4.39% | 5.26 | 4 |
| 25.08 → 10.09 | Long | 100.0% | +4.22% | 4.71 | 4 |
| 27.08 → 12.09 | Long | 100.0% | +4.21% | 7.88 | 4 |
| 22.08 → 31.08 | Long | 100.0% | +3.97% | 6.65 | 4 |
| 27.08 → 31.08 | Long | 100.0% | +3.95% | 19.22 | 4 |
| 27.08 → 30.08 | Long | 100.0% | +3.49% | 25.73 | 4 |