Over 2022 to 2025 (4 years of data), PNRUSUSD has tended to move long between 08.07 and 13.08, closing higher in 100.0% of those years for an average +8.76% move and an annualized Sharpe of 5.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 13.08 | Long | 100.0% | +8.76% | 5.64 | 4 |
| 07.07 → 13.08 | Long | 100.0% | +8.66% | 5.88 | 4 |
| 08.07 → 12.08 | Long | 100.0% | +8.65% | 8.26 | 4 |
| 07.07 → 12.08 | Long | 100.0% | +8.56% | 8.94 | 4 |
| 08.07 → 11.08 | Long | 100.0% | +8.42% | 5.61 | 4 |
| 09.07 → 12.08 | Long | 100.0% | +8.41% | 7.25 | 4 |
| 07.07 → 11.08 | Long | 100.0% | +8.32% | 5.88 | 4 |
| 08.07 → 24.08 | Long | 100.0% | +7.58% | 3.84 | 4 |