Over 2022 to 2025 (4 years of data), PBFUSUSD has tended to move short between 08.07 and 16.07, closing higher in 100.0% of those years for an average +4.06% move and an annualized Sharpe of 23.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 16.07 | Short | 100.0% | +4.06% | 23.72 | 4 |
| 08.07 → 17.07 | Short | 100.0% | +3.95% | 11.85 | 4 |
| 10.07 → 16.07 | Short | 100.0% | +3.85% | 7.13 | 4 |
| 08.07 → 15.07 | Short | 100.0% | +3.82% | 19.21 | 4 |
| 09.07 → 16.07 | Short | 100.0% | +3.76% | 139.27 | 4 |
| 09.07 → 17.07 | Short | 100.0% | +3.65% | 12.11 | 4 |
| 10.07 → 15.07 | Short | 100.0% | +3.63% | 7.80 | 4 |
| 09.07 → 15.07 | Short | 100.0% | +3.53% | 73.31 | 4 |