Over 2017 to 2025 (9 years of data), PGUSUSD has tended to move long between 22.07 and 11.09, closing higher in 100.0% of those years for an average +4.52% move and an annualized Sharpe of 4.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 11.09 | Long | 100.0% | +4.52% | 4.34 | 9 |
| 22.07 → 10.09 | Long | 100.0% | +4.39% | 4.55 | 9 |
| 22.07 → 18.08 | Long | 100.0% | +4.09% | 5.03 | 9 |
| 22.07 → 25.08 | Long | 100.0% | +4.07% | 4.39 | 9 |
| 22.07 → 16.08 | Long | 100.0% | +4.04% | 5.32 | 9 |
| 22.07 → 24.08 | Long | 100.0% | +3.96% | 4.37 | 9 |
| 22.07 → 29.08 | Long | 100.0% | +3.94% | 4.06 | 9 |
| 22.07 → 23.08 | Long | 100.0% | +3.90% | 4.24 | 9 |