Over 2020 to 2025 (6 years of data), PLTRUSUSD has tended to move long between 27.08 and 25.10, closing higher in 100.0% of those years for an average +14.23% move and an annualized Sharpe of 2.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 25.10 | Long | 100.0% | +14.23% | 2.25 | 6 |
| 27.08 → 26.10 | Long | 100.0% | +13.85% | 2.13 | 6 |
| 27.08 → 24.10 | Long | 100.0% | +13.40% | 2.38 | 6 |
| 26.08 → 25.10 | Long | 100.0% | +13.10% | 2.20 | 6 |
| 27.08 → 23.10 | Long | 100.0% | +12.93% | 2.63 | 6 |
| 25.08 → 24.10 | Long | 100.0% | +12.64% | 2.30 | 6 |
| 25.08 → 23.10 | Long | 100.0% | +12.16% | 2.57 | 6 |
| 23.08 → 18.10 | Long | 100.0% | +11.53% | 2.37 | 6 |