Over 2017 to 2025 (9 years of data), PEPUSUSD has tended to move long between 07.07 and 13.07, closing higher in 100.0% of those years for an average +1.80% move and an annualized Sharpe of 12.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 13.07 | Long | 100.0% | +1.80% | 12.76 | 8 |
| 07.07 → 12.07 | Long | 100.0% | +1.48% | 12.84 | 8 |
| 09.07 → 18.08 | Long | 87.5% | +4.48% | 3.04 | 8 |
| 07.07 → 28.08 | Long | 87.5% | +4.05% | 3.33 | 8 |
| 09.07 → 20.08 | Long | 87.5% | +4.02% | 2.76 | 8 |
| 07.07 → 29.08 | Long | 87.5% | +3.96% | 3.28 | 8 |
| 07.07 → 28.07 | Long | 87.5% | +3.94% | 7.50 | 8 |
| 07.07 → 02.09 | Long | 87.5% | +3.93% | 2.32 | 8 |