Over 2017 to 2025 (9 years of data), PCGUSUSD has tended to move short between 12.07 and 16.07, closing higher in 87.5% of those years for an average +1.36% move and an annualized Sharpe of 5.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Short | 87.5% | +1.36% | 5.45 | 8 |
| 13.07 → 16.07 | Short | 87.5% | +0.62% | 1.99 | 8 |
| 07.07 → 13.07 | Short | 75.0% | +1.43% | 2.78 | 8 |
| 12.07 → 15.07 | Short | 75.0% | +1.32% | 5.15 | 8 |
| 10.07 → 07.08 | Long | 75.0% | +0.60% | 0.22 | 8 |
| 10.07 → 08.08 | Long | 75.0% | +0.59% | 0.21 | 8 |
| 13.07 → 20.07 | Short | 75.0% | +0.59% | 0.82 | 8 |
| 10.07 → 25.07 | Long | 75.0% | -0.01% | 0.00 | 8 |