Over 2020 to 2025 (6 years of data), PLUGUSUSD has tended to move short between 09.07 and 05.09, closing higher in 80.0% of those years for an average +10.76% move and an annualized Sharpe of 1.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 05.09 | Short | 80.0% | +10.76% | 1.21 | 5 |
| 09.07 → 03.09 | Short | 80.0% | +10.54% | 1.22 | 5 |
| 09.07 → 04.09 | Short | 80.0% | +10.39% | 1.19 | 5 |
| 13.07 → 05.09 | Short | 80.0% | +10.39% | 0.87 | 5 |
| 13.07 → 03.09 | Short | 80.0% | +10.23% | 0.88 | 5 |
| 09.07 → 07.09 | Short | 80.0% | +10.20% | 0.84 | 5 |
| 13.07 → 04.09 | Short | 80.0% | +10.08% | 0.86 | 5 |
| 09.07 → 06.09 | Short | 80.0% | +10.00% | 0.94 | 5 |