Over 2022 to 2025 (4 years of data), PKGUSUSD has tended to move long between 27.08 and 30.08, closing higher in 100.0% of those years for an average +2.48% move and an annualized Sharpe of 35.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 30.08 | Long | 100.0% | +2.48% | 35.50 | 4 |
| 22.08 → 12.09 | Long | 100.0% | +2.40% | 8.31 | 4 |
| 28.08 → 12.09 | Long | 100.0% | +2.29% | 11.93 | 4 |
| 23.08 → 12.09 | Long | 100.0% | +2.18% | 10.28 | 4 |
| 27.08 → 12.09 | Long | 100.0% | +2.05% | 10.72 | 4 |
| 22.08 → 11.09 | Long | 100.0% | +2.04% | 10.24 | 4 |
| 28.08 → 11.09 | Long | 100.0% | +1.94% | 7.92 | 4 |
| 23.08 → 11.09 | Long | 100.0% | +1.83% | 94.62 | 4 |