Over 2018 to 2025 (8 years of data), PPGUSUSD has tended to move short between 28.07 and 02.08, closing higher in 83.3% of those years for an average +1.55% move and an annualized Sharpe of 10.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 02.08 | Short | 83.3% | +1.55% | 10.58 | 6 |
| 25.07 → 02.08 | Short | 83.3% | +1.35% | 5.24 | 6 |
| 24.07 → 02.08 | Short | 83.3% | +1.19% | 2.34 | 6 |
| 28.07 → 26.09 | Short | 71.4% | +6.17% | 1.55 | 7 |
| 28.07 → 25.09 | Short | 71.4% | +5.81% | 1.55 | 7 |
| 28.07 → 24.09 | Short | 71.4% | +5.67% | 1.61 | 7 |
| 27.07 → 25.09 | Short | 71.4% | +5.58% | 1.56 | 7 |
| 27.07 → 24.09 | Short | 71.4% | +5.45% | 1.61 | 7 |