Over 2017 to 2025 (9 years of data), PMUSUSD has tended to move long between 07.07 and 29.07, closing higher in 87.5% of those years for an average +4.28% move and an annualized Sharpe of 2.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.07 | Long | 87.5% | +4.28% | 2.62 | 8 |
| 09.07 → 29.07 | Long | 87.5% | +4.23% | 2.97 | 8 |
| 10.07 → 29.07 | Long | 87.5% | +4.13% | 2.74 | 8 |
| 08.07 → 29.07 | Long | 87.5% | +4.06% | 2.90 | 8 |
| 07.07 → 28.07 | Long | 87.5% | +4.00% | 2.59 | 8 |
| 09.07 → 28.07 | Long | 87.5% | +3.95% | 2.95 | 8 |
| 10.07 → 02.08 | Long | 87.5% | +3.91% | 2.24 | 8 |
| 07.07 → 01.08 | Long | 87.5% | +3.88% | 2.17 | 8 |