Over 2018 to 2025 (8 years of data), PCARUSUSD has tended to move long between 07.07 and 22.07, closing higher in 87.5% of those years for an average +4.89% move and an annualized Sharpe of 6.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 87.5% | +4.89% | 6.16 | 8 |
| 08.07 → 22.07 | Long | 87.5% | +4.79% | 6.20 | 8 |
| 07.07 → 24.07 | Long | 87.5% | +4.39% | 5.40 | 8 |
| 10.07 → 22.07 | Long | 87.5% | +4.32% | 4.85 | 8 |
| 07.07 → 23.07 | Long | 87.5% | +4.31% | 4.67 | 8 |
| 08.07 → 24.07 | Long | 87.5% | +4.31% | 5.06 | 8 |
| 07.07 → 25.07 | Long | 87.5% | +4.28% | 4.51 | 8 |
| 11.07 → 22.07 | Long | 87.5% | +4.25% | 5.33 | 8 |