Over 2020 to 2025 (6 years of data), PLUGUSUSD has tended to move short between 25.08 and 08.09, closing higher in 100.0% of those years for an average +9.41% move and an annualized Sharpe of 5.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 08.09 | Short | 100.0% | +9.41% | 5.80 | 5 |
| 26.08 → 08.09 | Short | 100.0% | +9.40% | 6.25 | 5 |
| 25.08 → 09.09 | Short | 100.0% | +9.04% | 5.07 | 5 |
| 26.08 → 09.09 | Short | 100.0% | +9.02% | 5.32 | 5 |
| 25.08 → 10.09 | Short | 100.0% | +7.96% | 6.50 | 5 |
| 26.08 → 10.09 | Short | 100.0% | +7.92% | 6.73 | 5 |
| 25.08 → 11.09 | Short | 100.0% | +6.62% | 6.89 | 5 |
| 26.08 → 11.09 | Short | 100.0% | +6.58% | 7.03 | 5 |