Over 2017 to 2025 (9 years of data), PCLNUSUSD has tended to move long between 18.08 and 14.09, closing higher in 88.9% of those years for an average +3.76% move and an annualized Sharpe of 2.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 14.09 | Long | 88.9% | +3.76% | 2.77 | 9 |
| 18.08 → 15.09 | Long | 88.9% | +3.73% | 2.49 | 9 |
| 19.08 → 15.09 | Long | 88.9% | +3.48% | 2.17 | 9 |
| 18.08 → 17.09 | Long | 88.9% | +3.45% | 2.02 | 9 |
| 20.08 → 31.08 | Long | 88.9% | +3.39% | 3.75 | 9 |
| 18.08 → 09.09 | Long | 88.9% | +3.30% | 3.23 | 9 |
| 20.08 → 01.09 | Long | 88.9% | +3.30% | 3.29 | 9 |
| 18.08 → 31.08 | Long | 88.9% | +3.17% | 2.84 | 9 |