Over 2017 to 2025 (9 years of data), PEPUSUSD has tended to move short between 28.08 and 05.10, closing higher in 87.5% of those years for an average +3.87% move and an annualized Sharpe of 3.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 05.10 | Short | 87.5% | +3.87% | 3.07 | 8 |
| 27.08 → 05.10 | Short | 87.5% | +3.85% | 2.94 | 8 |
| 22.08 → 06.10 | Short | 87.5% | +3.84% | 2.47 | 8 |
| 28.08 → 06.10 | Short | 87.5% | +3.77% | 2.87 | 8 |
| 24.08 → 06.10 | Short | 87.5% | +3.69% | 2.30 | 8 |
| 26.08 → 06.10 | Short | 87.5% | +3.69% | 2.19 | 8 |
| 25.08 → 06.10 | Short | 87.5% | +3.64% | 2.26 | 8 |
| 23.08 → 06.10 | Short | 87.5% | +3.62% | 2.34 | 8 |