Over 2018 to 2025 (8 years of data), PRUUSUSD has tended to move long between 08.07 and 29.07, closing higher in 87.5% of those years for an average +3.82% move and an annualized Sharpe of 3.49.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 29.07 | Long | 87.5% | +3.82% | 3.49 | 8 |
| 08.07 → 30.07 | Long | 87.5% | +3.80% | 3.98 | 8 |
| 08.07 → 26.07 | Long | 87.5% | +3.79% | 4.72 | 8 |
| 07.07 → 29.07 | Long | 87.5% | +3.74% | 3.90 | 8 |
| 07.07 → 26.07 | Long | 87.5% | +3.72% | 5.47 | 8 |
| 10.07 → 28.07 | Long | 87.5% | +3.71% | 4.09 | 8 |
| 08.07 → 28.07 | Long | 87.5% | +3.70% | 4.35 | 8 |
| 07.07 → 28.07 | Long | 87.5% | +3.63% | 4.91 | 8 |