Over 2022 to 2025 (4 years of data), PRGOUSUSD has tended to move long between 07.07 and 25.07, closing higher in 100.0% of those years for an average +7.68% move and an annualized Sharpe of 9.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 25.07 | Long | 100.0% | +7.68% | 9.33 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +7.68% | 8.71 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +7.59% | 8.95 | 4 |
| 12.07 → 09.09 | Short | 100.0% | +7.57% | 2.72 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +7.56% | 8.07 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +7.31% | 7.53 | 4 |
| 08.07 → 25.07 | Long | 100.0% | +7.30% | 8.21 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +7.24% | 7.61 | 4 |