Over 2022 to 2025 (4 years of data), PANWUSUSD has tended to move long between 18.08 and 10.09, closing higher in 100.0% of those years for an average +12.86% move and an annualized Sharpe of 6.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 10.09 | Long | 100.0% | +12.86% | 6.46 | 4 |
| 18.08 → 11.09 | Long | 100.0% | +12.57% | 5.80 | 4 |
| 18.08 → 09.09 | Long | 100.0% | +12.46% | 6.13 | 4 |
| 18.08 → 13.09 | Long | 100.0% | +11.76% | 6.24 | 4 |
| 12.08 → 10.09 | Long | 100.0% | +11.69% | 8.16 | 4 |
| 18.08 → 12.09 | Long | 100.0% | +11.59% | 6.55 | 4 |
| 12.08 → 11.09 | Long | 100.0% | +11.40% | 6.84 | 4 |
| 17.08 → 10.09 | Long | 100.0% | +11.40% | 7.62 | 4 |