Over 2018 to 2025 (8 years of data), PHUSUSD has tended to move long between 20.08 and 12.09, closing higher in 87.5% of those years for an average +3.24% move and an annualized Sharpe of 3.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 12.09 | Long | 87.5% | +3.24% | 3.26 | 8 |
| 21.08 → 12.09 | Long | 87.5% | +2.95% | 3.18 | 8 |
| 22.08 → 12.09 | Long | 87.5% | +2.72% | 2.98 | 8 |
| 20.08 → 01.09 | Long | 87.5% | +1.91% | 2.82 | 8 |
| 20.08 → 30.08 | Long | 87.5% | +1.80% | 3.10 | 8 |
| 20.08 → 02.09 | Long | 87.5% | +1.74% | 2.17 | 8 |
| 21.08 → 01.09 | Long | 87.5% | +1.63% | 2.56 | 8 |
| 20.08 → 25.08 | Long | 87.5% | +1.61% | 5.32 | 8 |