Over 2017 to 2025 (9 years of data), PNCUSUSD has tended to move long between 23.08 and 12.09, closing higher in 87.5% of those years for an average +3.13% move and an annualized Sharpe of 3.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 12.09 | Long | 87.5% | +3.13% | 3.90 | 8 |
| 24.08 → 01.09 | Long | 87.5% | +2.01% | 5.00 | 8 |
| 24.08 → 02.09 | Long | 87.5% | +1.99% | 4.12 | 8 |
| 24.08 → 29.08 | Long | 87.5% | +1.98% | 7.97 | 8 |
| 24.08 → 04.09 | Long | 87.5% | +1.96% | 3.70 | 8 |
| 24.08 → 30.08 | Long | 87.5% | +1.93% | 6.12 | 8 |
| 23.08 → 29.08 | Long | 87.5% | +1.89% | 6.37 | 8 |
| 27.08 → 08.09 | Long | 87.5% | +1.88% | 3.14 | 8 |