Over 2018 to 2025 (8 years of data), PGRUSUSD has tended to move long between 25.07 and 13.08, closing higher in 100.0% of those years for an average +3.04% move and an annualized Sharpe of 4.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 13.08 | Long | 100.0% | +3.04% | 4.90 | 8 |
| 22.07 → 12.09 | Long | 87.5% | +8.29% | 2.97 | 8 |
| 23.07 → 12.09 | Long | 87.5% | +7.83% | 2.81 | 8 |
| 22.07 → 11.09 | Long | 87.5% | +7.79% | 2.81 | 8 |
| 22.07 → 13.09 | Long | 87.5% | +7.68% | 2.24 | 8 |
| 22.07 → 07.09 | Long | 87.5% | +7.55% | 2.79 | 8 |
| 23.07 → 11.09 | Long | 87.5% | +7.33% | 2.65 | 8 |
| 22.07 → 08.09 | Long | 87.5% | +7.25% | 2.64 | 8 |