Over 2017 to 2025 (9 years of data), PNCUSUSD has tended to move long between 07.07 and 28.07, closing higher in 87.5% of those years for an average +4.47% move and an annualized Sharpe of 3.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 87.5% | +4.47% | 3.73 | 8 |
| 07.07 → 26.07 | Long | 87.5% | +4.44% | 4.05 | 8 |
| 07.07 → 27.07 | Long | 87.5% | +4.27% | 3.57 | 8 |
| 07.07 → 22.07 | Long | 87.5% | +3.96% | 4.45 | 8 |
| 07.07 → 24.07 | Long | 87.5% | +3.92% | 4.29 | 8 |
| 09.07 → 23.07 | Long | 87.5% | +3.81% | 3.67 | 8 |
| 07.07 → 13.07 | Long | 87.5% | +1.03% | 2.11 | 8 |
| 08.07 → 29.07 | Long | 75.0% | +4.94% | 3.69 | 8 |