Over 2020 to 2025 (6 years of data), PPAUSUSD has tended to move short between 17.08 and 20.08, closing higher in 100.0% of those years for an average +1.38% move and an annualized Sharpe of 14.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 20.08 | Short | 100.0% | +1.38% | 14.59 | 6 |
| 20.08 → 25.08 | Long | 100.0% | +1.25% | 12.17 | 6 |
| 21.08 → 25.08 | Long | 100.0% | +1.04% | 14.75 | 6 |
| 16.08 → 08.09 | Short | 83.3% | +1.99% | 3.47 | 6 |
| 16.08 → 10.09 | Short | 83.3% | +1.93% | 3.41 | 6 |
| 17.08 → 08.09 | Short | 83.3% | +1.89% | 3.74 | 6 |
| 17.08 → 10.09 | Short | 83.3% | +1.82% | 3.54 | 6 |
| 16.08 → 09.09 | Short | 83.3% | +1.77% | 3.91 | 6 |