Over 2022 to 2025 (4 years of data), PENNUSUSD has tended to move short between 16.08 and 13.10, closing higher in 100.0% of those years for an average +11.95% move and an annualized Sharpe of 4.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 13.10 | Short | 100.0% | +11.95% | 4.63 | 4 |
| 16.08 → 12.10 | Short | 100.0% | +11.84% | 4.55 | 4 |
| 16.08 → 14.10 | Short | 100.0% | +11.84% | 3.58 | 4 |
| 16.08 → 15.10 | Short | 100.0% | +11.22% | 3.87 | 4 |
| 22.08 → 19.10 | Short | 100.0% | +11.08% | 9.27 | 4 |
| 16.08 → 10.10 | Short | 100.0% | +11.07% | 4.50 | 4 |
| 17.08 → 13.10 | Short | 100.0% | +10.67% | 5.11 | 4 |
| 21.08 → 19.10 | Short | 100.0% | +10.67% | 8.64 | 4 |