Over 2017 to 2025 (9 years of data), PFEUSUSD has tended to move long between 13.07 and 23.07, closing higher in 88.9% of those years for an average +2.58% move and an annualized Sharpe of 4.74.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 23.07 | Long | 88.9% | +2.58% | 4.74 | 9 |
| 13.07 → 17.07 | Long | 88.9% | +0.86% | 3.38 | 9 |
| 07.07 → 22.07 | Long | 77.8% | +3.13% | 3.24 | 9 |
| 08.07 → 22.07 | Long | 77.8% | +2.85% | 3.02 | 9 |
| 12.07 → 25.07 | Long | 77.8% | +2.79% | 3.79 | 9 |
| 12.07 → 26.07 | Long | 77.8% | +2.79% | 3.43 | 9 |
| 12.07 → 23.07 | Long | 77.8% | +2.76% | 3.76 | 9 |
| 13.07 → 25.07 | Long | 77.8% | +2.62% | 4.41 | 9 |