Over 2018 to 2025 (8 years of data), PCARUSUSD has tended to move long between 11.07 and 24.07, closing higher in 87.5% of those years for an average +3.86% move and an annualized Sharpe of 4.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 24.07 | Long | 87.5% | +3.86% | 4.30 | 8 |
| 12.07 → 22.07 | Long | 87.5% | +3.73% | 4.97 | 8 |
| 12.07 → 24.07 | Long | 87.5% | +3.70% | 3.91 | 8 |
| 11.07 → 25.07 | Long | 87.5% | +3.50% | 3.52 | 8 |
| 17.07 → 24.07 | Long | 87.5% | +2.32% | 3.29 | 8 |
| 17.07 → 22.07 | Long | 87.5% | +2.30% | 6.13 | 8 |
| 11.07 → 16.07 | Long | 87.5% | +2.28% | 6.24 | 8 |
| 12.07 → 16.07 | Long | 87.5% | +2.07% | 8.88 | 8 |