Over 2022 to 2025 (4 years of data), PBFUSUSD has tended to move long between 23.08 and 18.10, closing higher in 100.0% of those years for an average +11.92% move and an annualized Sharpe of 4.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 18.10 | Long | 100.0% | +11.92% | 4.02 | 4 |
| 27.08 → 18.10 | Long | 100.0% | +11.92% | 4.29 | 4 |
| 27.08 → 17.10 | Long | 100.0% | +9.34% | 3.85 | 4 |
| 23.08 → 17.10 | Long | 100.0% | +9.33% | 3.62 | 4 |
| 27.08 → 03.10 | Long | 100.0% | +8.19% | 2.84 | 4 |
| 27.08 → 10.10 | Long | 100.0% | +5.01% | 3.07 | 4 |
| 22.08 → 18.10 | Long | 75.0% | +15.20% | 2.97 | 4 |
| 22.08 → 19.10 | Long | 75.0% | +14.67% | 2.57 | 4 |