Over 2017 to 2025 (9 years of data), PEPUSUSD has tended to move short between 28.07 and 25.09, closing higher in 87.5% of those years for an average +2.29% move and an annualized Sharpe of 2.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 25.09 | Short | 87.5% | +2.29% | 2.08 | 8 |
| 27.07 → 25.09 | Short | 87.5% | +2.19% | 1.75 | 8 |
| 28.07 → 24.09 | Short | 87.5% | +2.06% | 1.78 | 8 |
| 27.07 → 24.09 | Short | 87.5% | +1.96% | 1.56 | 8 |
| 25.07 → 17.08 | Long | 87.5% | +1.62% | 1.88 | 8 |
| 26.07 → 24.09 | Short | 87.5% | +1.56% | 1.07 | 8 |
| 24.07 → 17.08 | Long | 87.5% | +1.50% | 1.71 | 8 |
| 24.07 → 16.08 | Long | 87.5% | +1.44% | 1.94 | 8 |