Over 2018 to 2025 (8 years of data), PPGUSUSD has tended to move long between 10.07 and 14.07, closing higher in 75.0% of those years for an average +1.34% move and an annualized Sharpe of 6.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 14.07 | Long | 75.0% | +1.34% | 6.33 | 8 |
| 10.07 → 22.07 | Long | 62.5% | +1.97% | 2.59 | 8 |
| 09.07 → 25.07 | Long | 62.5% | +1.92% | 2.66 | 8 |
| 10.07 → 16.07 | Long | 62.5% | +1.83% | 4.69 | 8 |
| 09.07 → 24.07 | Long | 62.5% | +1.72% | 2.41 | 8 |
| 08.07 → 24.07 | Long | 62.5% | +1.70% | 2.34 | 8 |
| 09.07 → 22.07 | Long | 62.5% | +1.60% | 2.37 | 8 |
| 08.07 → 22.07 | Long | 62.5% | +1.58% | 2.45 | 8 |