Over 2022 to 2025 (4 years of data), PCTYUSUSD has tended to move long between 22.08 and 25.08, closing higher in 100.0% of those years for an average +4.83% move and an annualized Sharpe of 16.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 25.08 | Long | 100.0% | +4.83% | 16.09 | 4 |
| 20.08 → 25.08 | Long | 100.0% | +4.08% | 13.63 | 4 |
| 20.08 → 24.08 | Long | 100.0% | +3.54% | 13.25 | 4 |
| 20.08 → 23.08 | Long | 100.0% | +3.50% | 12.21 | 4 |
| 18.08 → 09.09 | Long | 100.0% | +2.38% | 3.52 | 4 |
| 22.08 → 30.08 | Long | 75.0% | +4.85% | 6.51 | 4 |
| 22.08 → 27.08 | Long | 75.0% | +4.73% | 8.49 | 4 |
| 22.08 → 06.10 | Long | 75.0% | +4.67% | 1.35 | 4 |