Over 2022 to 2025 (4 years of data), PIIUSUSD has tended to move long between 25.07 and 29.07, closing higher in 100.0% of those years for an average +9.55% move and an annualized Sharpe of 17.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 29.07 | Long | 100.0% | +9.55% | 17.81 | 4 |
| 25.07 → 30.07 | Long | 100.0% | +7.64% | 16.68 | 4 |
| 25.07 → 31.07 | Long | 100.0% | +7.31% | 15.55 | 4 |
| 23.07 → 29.07 | Long | 100.0% | +7.08% | 10.50 | 4 |
| 22.07 → 29.07 | Long | 100.0% | +6.88% | 5.64 | 4 |
| 26.07 → 29.07 | Long | 100.0% | +6.65% | 14.98 | 4 |
| 23.07 → 30.07 | Long | 100.0% | +5.29% | 6.56 | 4 |
| 23.07 → 31.07 | Long | 100.0% | +4.97% | 6.03 | 4 |