Over 2020 to 2025 (6 years of data), PPAUSUSD has tended to move long between 07.07 and 11.08, closing higher in 100.0% of those years for an average +4.36% move and an annualized Sharpe of 5.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.08 | Long | 100.0% | +4.36% | 5.67 | 6 |
| 13.07 → 10.08 | Long | 100.0% | +4.14% | 3.80 | 6 |
| 07.07 → 28.08 | Long | 100.0% | +4.11% | 3.62 | 6 |
| 07.07 → 27.08 | Long | 100.0% | +4.04% | 3.69 | 6 |
| 07.07 → 10.08 | Long | 100.0% | +3.82% | 6.66 | 6 |
| 07.07 → 01.09 | Long | 100.0% | +3.77% | 2.68 | 6 |
| 07.07 → 09.08 | Long | 100.0% | +3.33% | 5.65 | 6 |
| 13.07 → 31.07 | Long | 100.0% | +3.23% | 4.32 | 6 |