Over 2017 to 2025 (9 years of data), PLNIDXPLN has tended to move short between 14.08 and 06.10, closing higher in 87.5% of those years for an average +4.68% move and an annualized Sharpe of 1.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 06.10 | Short | 87.5% | +4.68% | 1.61 | 8 |
| 14.08 → 07.10 | Short | 87.5% | +4.39% | 1.49 | 8 |
| 14.08 → 08.10 | Short | 87.5% | +4.35% | 1.27 | 8 |
| 14.08 → 20.08 | Short | 87.5% | +1.93% | 6.03 | 8 |
| 14.08 → 19.08 | Short | 87.5% | +1.31% | 4.24 | 8 |
| 14.08 → 18.08 | Short | 87.5% | +1.04% | 4.07 | 8 |
| 14.08 → 03.10 | Short | 75.0% | +4.78% | 1.59 | 8 |
| 14.08 → 05.10 | Short | 75.0% | +4.43% | 1.49 | 8 |