Over 2018 to 2025 (8 years of data), PGRUSUSD has tended to move long between 26.08 and 12.09, closing higher in 87.5% of those years for an average +2.30% move and an annualized Sharpe of 5.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 12.09 | Long | 87.5% | +2.30% | 5.28 | 8 |
| 27.08 → 12.09 | Long | 87.5% | +2.08% | 4.77 | 8 |
| 26.08 → 11.09 | Long | 87.5% | +1.82% | 5.05 | 8 |
| 27.08 → 11.09 | Long | 87.5% | +1.60% | 4.36 | 8 |
| 26.08 → 07.09 | Long | 87.5% | +1.59% | 5.04 | 8 |
| 26.08 → 10.09 | Long | 87.5% | +1.40% | 3.57 | 8 |
| 27.08 → 07.09 | Long | 87.5% | +1.37% | 4.57 | 8 |
| 26.08 → 04.09 | Long | 87.5% | +1.28% | 3.90 | 8 |