Over 2017 to 2025 (9 years of data), PBRUSUSD has tended to move long between 07.07 and 28.07, closing higher in 77.8% of those years for an average +6.12% move and an annualized Sharpe of 3.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 77.8% | +6.12% | 3.28 | 9 |
| 10.07 → 28.07 | Long | 77.8% | +5.52% | 2.80 | 9 |
| 10.07 → 06.08 | Long | 77.8% | +4.76% | 1.51 | 9 |
| 11.07 → 28.07 | Long | 77.8% | +4.74% | 2.23 | 9 |
| 10.07 → 05.08 | Long | 77.8% | +4.62% | 1.45 | 9 |
| 10.07 → 28.08 | Long | 77.8% | +4.61% | 0.99 | 9 |
| 12.07 → 28.07 | Long | 77.8% | +4.21% | 2.00 | 9 |
| 08.07 → 12.08 | Long | 77.8% | +2.88% | 1.17 | 9 |