Over 2018 to 2025 (8 years of data), PHUSUSD has tended to move long between 10.07 and 30.07, closing higher in 100.0% of those years for an average +6.39% move and an annualized Sharpe of 5.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 30.07 | Long | 100.0% | +6.39% | 5.48 | 8 |
| 09.07 → 30.07 | Long | 100.0% | +6.23% | 5.25 | 8 |
| 10.07 → 29.07 | Long | 100.0% | +5.93% | 5.00 | 8 |
| 08.07 → 29.07 | Long | 100.0% | +5.79% | 4.86 | 8 |
| 09.07 → 29.07 | Long | 100.0% | +5.77% | 4.84 | 8 |
| 11.07 → 30.07 | Long | 100.0% | +5.65% | 5.38 | 8 |
| 09.07 → 31.07 | Long | 100.0% | +5.60% | 4.28 | 8 |
| 07.07 → 27.07 | Long | 100.0% | +5.55% | 5.91 | 8 |