Over 2018 to 2025 (8 years of data), PGRUSUSD has tended to move long between 13.07 and 28.08, closing higher in 87.5% of those years for an average +8.00% move and an annualized Sharpe of 2.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 28.08 | Long | 87.5% | +8.00% | 2.41 | 8 |
| 13.07 → 19.08 | Long | 87.5% | +7.59% | 2.90 | 8 |
| 13.07 → 20.08 | Long | 87.5% | +7.48% | 2.87 | 8 |
| 13.07 → 27.08 | Long | 87.5% | +7.43% | 2.27 | 8 |
| 13.07 → 21.08 | Long | 87.5% | +7.09% | 2.76 | 8 |
| 08.07 → 16.07 | Short | 87.5% | +0.95% | 1.21 | 8 |
| 13.07 → 11.09 | Long | 75.0% | +9.22% | 2.13 | 8 |
| 13.07 → 07.09 | Long | 75.0% | +8.76% | 2.24 | 8 |