Over 2017 to 2025 (9 years of data), PGUSUSD has tended to move long between 09.07 and 20.08, closing higher in 100.0% of those years for an average +4.98% move and an annualized Sharpe of 4.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 20.08 | Long | 100.0% | +4.98% | 4.72 | 9 |
| 09.07 → 21.08 | Long | 100.0% | +4.97% | 4.53 | 9 |
| 08.07 → 20.08 | Long | 100.0% | +4.95% | 4.51 | 9 |
| 08.07 → 21.08 | Long | 100.0% | +4.93% | 4.31 | 9 |
| 09.07 → 18.08 | Long | 100.0% | +4.87% | 4.67 | 9 |
| 08.07 → 18.08 | Long | 100.0% | +4.83% | 4.49 | 9 |
| 10.07 → 20.08 | Long | 100.0% | +4.81% | 4.44 | 9 |
| 12.07 → 20.08 | Long | 100.0% | +4.81% | 5.26 | 9 |