Over 2022 to 2025 (4 years of data), PENNUSUSD has tended to move long between 08.07 and 26.07, closing higher in 100.0% of those years for an average +5.20% move and an annualized Sharpe of 5.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 26.07 | Long | 100.0% | +5.20% | 5.34 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +4.95% | 5.06 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +4.38% | 4.31 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +4.13% | 4.07 | 4 |
| 08.07 → 29.07 | Long | 100.0% | +4.06% | 3.28 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +3.93% | 3.21 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +3.81% | 3.08 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +3.68% | 3.00 | 4 |