Over 2022 to 2025 (4 years of data), PCTYUSUSD has tended to move long between 12.07 and 04.08, closing higher in 100.0% of those years for an average +19.33% move and an annualized Sharpe of 3.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 04.08 | Long | 100.0% | +19.33% | 3.96 | 4 |
| 12.07 → 05.08 | Long | 100.0% | +19.05% | 3.89 | 4 |
| 12.07 → 06.08 | Long | 100.0% | +18.86% | 3.75 | 4 |
| 12.07 → 27.08 | Long | 100.0% | +17.71% | 2.79 | 4 |
| 12.07 → 29.08 | Long | 100.0% | +17.52% | 2.85 | 4 |
| 12.07 → 26.08 | Long | 100.0% | +17.32% | 2.74 | 4 |
| 12.07 → 24.08 | Long | 100.0% | +17.00% | 2.58 | 4 |
| 12.07 → 30.08 | Long | 100.0% | +16.85% | 2.74 | 4 |