Over 2020 to 2025 (6 years of data), PBJUSUSD has tended to move long between 10.07 and 12.08, closing higher in 100.0% of those years for an average +3.44% move and an annualized Sharpe of 3.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 12.08 | Long | 100.0% | +3.44% | 3.45 | 6 |
| 10.07 → 11.08 | Long | 100.0% | +3.14% | 3.84 | 6 |
| 10.07 → 10.08 | Long | 100.0% | +3.02% | 3.48 | 6 |
| 09.07 → 11.08 | Long | 100.0% | +2.66% | 3.51 | 6 |
| 08.07 → 11.08 | Long | 100.0% | +2.63% | 3.43 | 6 |
| 07.07 → 11.08 | Long | 100.0% | +2.60% | 3.25 | 6 |
| 09.07 → 09.08 | Long | 100.0% | +2.56% | 3.23 | 6 |
| 09.07 → 10.08 | Long | 100.0% | +2.54% | 3.20 | 6 |