Over 2017 to 2025 (9 years of data), PBRUSUSD has tended to move long between 24.07 and 29.07, closing higher in 77.8% of those years for an average +3.82% move and an annualized Sharpe of 5.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 29.07 | Long | 77.8% | +3.82% | 5.08 | 9 |
| 23.07 → 29.07 | Long | 77.8% | +3.81% | 4.59 | 9 |
| 25.07 → 29.07 | Long | 77.8% | +3.35% | 5.05 | 9 |
| 28.07 → 17.08 | Short | 77.8% | +2.91% | 1.99 | 9 |
| 26.07 → 29.07 | Long | 77.8% | +2.78% | 7.25 | 9 |
| 24.07 → 30.07 | Long | 77.8% | +2.75% | 3.48 | 9 |
| 25.07 → 30.07 | Long | 77.8% | +2.28% | 3.27 | 9 |
| 27.07 → 17.08 | Short | 77.8% | +2.17% | 1.35 | 9 |