Over 2017 to 2025 (9 years of data), PCLNUSUSD has tended to move long between 09.07 and 27.07, closing higher in 88.9% of those years for an average +3.21% move and an annualized Sharpe of 2.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 27.07 | Long | 88.9% | +3.21% | 2.58 | 9 |
| 08.07 → 21.07 | Long | 88.9% | +2.34% | 3.34 | 9 |
| 11.07 → 21.07 | Long | 88.9% | +1.40% | 3.95 | 9 |
| 10.07 → 27.07 | Long | 77.8% | +3.19% | 2.91 | 9 |
| 09.07 → 26.07 | Long | 77.8% | +2.77% | 2.55 | 9 |
| 10.07 → 26.07 | Long | 77.8% | +2.75% | 2.89 | 9 |
| 09.07 → 28.07 | Long | 77.8% | +2.70% | 1.99 | 9 |
| 10.07 → 28.07 | Long | 77.8% | +2.68% | 2.19 | 9 |