Over 2017 to 2025 (9 years of data), PLNIDXPLN has tended to move short between 13.07 and 06.09, closing higher in 75.0% of those years for an average +3.63% move and an annualized Sharpe of 1.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 06.09 | Short | 75.0% | +3.63% | 1.25 | 8 |
| 12.07 → 06.09 | Short | 75.0% | +3.55% | 1.22 | 8 |
| 08.07 → 06.09 | Short | 75.0% | +3.52% | 1.08 | 8 |
| 09.07 → 06.09 | Short | 75.0% | +3.45% | 1.05 | 8 |
| 11.07 → 06.09 | Short | 75.0% | +3.38% | 1.11 | 8 |
| 10.07 → 06.09 | Short | 75.0% | +3.31% | 1.04 | 8 |
| 09.07 → 07.09 | Short | 75.0% | +3.06% | 0.92 | 8 |
| 13.07 → 05.09 | Short | 75.0% | +3.02% | 0.99 | 8 |