Over 2020 to 2025 (6 years of data), PBJUSUSD has tended to move long between 22.07 and 25.07, closing higher in 100.0% of those years for an average +0.69% move and an annualized Sharpe of 20.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 25.07 | Long | 100.0% | +0.69% | 20.43 | 6 |
| 28.07 → 21.09 | Short | 83.3% | +2.16% | 1.37 | 6 |
| 28.07 → 20.09 | Short | 83.3% | +2.05% | 1.37 | 6 |
| 27.07 → 21.09 | Short | 83.3% | +2.01% | 1.25 | 6 |
| 22.07 → 13.08 | Long | 83.3% | +1.97% | 2.74 | 6 |
| 27.07 → 20.09 | Short | 83.3% | +1.90% | 1.25 | 6 |
| 22.07 → 22.08 | Long | 83.3% | +1.76% | 1.73 | 6 |
| 22.07 → 20.08 | Long | 83.3% | +1.73% | 1.87 | 6 |