Over 2020 to 2025 (6 years of data), PEJUSUSD has tended to move long between 08.07 and 27.08, closing higher in 83.3% of those years for an average +5.45% move and an annualized Sharpe of 3.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 27.08 | Long | 83.3% | +5.45% | 3.03 | 6 |
| 08.07 → 28.08 | Long | 83.3% | +5.40% | 2.64 | 6 |
| 07.07 → 27.08 | Long | 83.3% | +5.23% | 3.46 | 6 |
| 07.07 → 28.08 | Long | 83.3% | +5.18% | 2.94 | 6 |
| 08.07 → 24.08 | Long | 83.3% | +5.16% | 2.86 | 6 |
| 10.07 → 27.08 | Long | 83.3% | +5.02% | 2.30 | 6 |
| 08.07 → 30.08 | Long | 83.3% | +5.01% | 2.42 | 6 |
| 10.07 → 28.08 | Long | 83.3% | +4.97% | 2.07 | 6 |