Over 2018 to 2025 (8 years of data), PRUUSUSD has tended to move long between 14.07 and 29.07, closing higher in 87.5% of those years for an average +3.58% move and an annualized Sharpe of 4.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 29.07 | Long | 87.5% | +3.58% | 4.32 | 8 |
| 11.07 → 29.07 | Long | 87.5% | +3.32% | 4.63 | 8 |
| 17.07 → 29.07 | Long | 87.5% | +3.23% | 6.26 | 8 |
| 15.07 → 29.07 | Long | 87.5% | +3.21% | 4.89 | 8 |
| 16.07 → 29.07 | Long | 87.5% | +3.00% | 5.55 | 8 |
| 14.07 → 30.07 | Long | 87.5% | +2.94% | 3.48 | 8 |
| 14.07 → 28.07 | Long | 87.5% | +2.93% | 4.48 | 8 |
| 12.07 → 29.07 | Long | 87.5% | +2.83% | 4.96 | 8 |