Over 2017 to 2025 (9 years of data), PMUSUSD has tended to move short between 22.08 and 03.10, closing higher in 100.0% of those years for an average +5.67% move and an annualized Sharpe of 3.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 03.10 | Short | 100.0% | +5.67% | 3.65 | 8 |
| 22.08 → 30.09 | Short | 87.5% | +5.40% | 3.40 | 8 |
| 23.08 → 03.10 | Short | 87.5% | +5.34% | 3.76 | 8 |
| 22.08 → 02.10 | Short | 87.5% | +5.17% | 3.46 | 8 |
| 23.08 → 30.09 | Short | 87.5% | +5.06% | 3.45 | 8 |
| 22.08 → 01.10 | Short | 87.5% | +5.00% | 3.65 | 8 |
| 22.08 → 06.10 | Short | 87.5% | +4.90% | 2.74 | 8 |
| 25.08 → 03.10 | Short | 87.5% | +4.88% | 3.11 | 8 |