Over 2022 to 2025 (4 years of data), PNRUSUSD has tended to move long between 22.07 and 13.08, closing higher in 100.0% of those years for an average +6.37% move and an annualized Sharpe of 16.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 13.08 | Long | 100.0% | +6.37% | 16.88 | 4 |
| 22.07 → 12.09 | Long | 100.0% | +6.17% | 3.04 | 4 |
| 22.07 → 11.09 | Long | 100.0% | +5.84% | 4.74 | 4 |
| 25.07 → 13.08 | Long | 100.0% | +5.69% | 8.99 | 4 |
| 25.07 → 12.09 | Long | 100.0% | +5.38% | 5.05 | 4 |
| 22.07 → 14.08 | Long | 100.0% | +5.19% | 9.13 | 4 |
| 22.07 → 10.09 | Long | 100.0% | +5.15% | 4.16 | 4 |
| 25.07 → 11.09 | Long | 100.0% | +5.13% | 4.80 | 4 |