Over 2022 to 2025 (4 years of data), PRGOUSUSD has tended to move short between 14.09 and 12.11, closing higher in 100.0% of those years for an average +18.85% move and an annualized Sharpe of 4.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 12.11 | Short | 100.0% | +18.85% | 4.19 | 4 |
| 14.09 → 09.11 | Short | 100.0% | +18.76% | 4.19 | 4 |
| 14.09 → 13.11 | Short | 100.0% | +18.65% | 3.84 | 4 |
| 13.09 → 12.11 | Short | 100.0% | +18.53% | 3.78 | 4 |
| 13.09 → 09.11 | Short | 100.0% | +18.43% | 3.75 | 4 |
| 14.09 → 10.11 | Short | 100.0% | +18.03% | 3.96 | 4 |
| 14.09 → 11.11 | Short | 100.0% | +17.85% | 3.91 | 4 |
| 14.09 → 08.11 | Short | 100.0% | +17.81% | 4.11 | 4 |