Over 2022 to 2025 (4 years of data), PIIUSUSD has tended to move long between 07.07 and 28.07, closing higher in 100.0% of those years for an average +13.08% move and an annualized Sharpe of 7.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 100.0% | +13.08% | 7.26 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +12.38% | 8.18 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +11.88% | 9.24 | 4 |
| 07.07 → 13.08 | Long | 100.0% | +11.72% | 3.75 | 4 |
| 07.07 → 12.08 | Long | 100.0% | +11.05% | 3.31 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +11.01% | 11.84 | 4 |
| 08.07 → 13.08 | Long | 100.0% | +11.00% | 4.05 | 4 |
| 10.07 → 28.07 | Long | 100.0% | +10.71% | 14.20 | 4 |