Over 2020 to 2025 (6 years of data), PRYITEUR has tended to move long between 07.07 and 02.09, closing higher in 100.0% of those years for an average +13.27% move and an annualized Sharpe of 3.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 02.09 | Long | 100.0% | +13.27% | 3.08 | 5 |
| 08.07 → 02.09 | Long | 100.0% | +13.12% | 3.34 | 5 |
| 07.07 → 03.09 | Long | 100.0% | +13.05% | 2.87 | 5 |
| 08.07 → 03.09 | Long | 100.0% | +12.91% | 3.09 | 5 |
| 07.07 → 01.09 | Long | 100.0% | +12.56% | 3.30 | 5 |
| 08.07 → 01.09 | Long | 100.0% | +12.42% | 3.66 | 5 |
| 07.07 → 27.08 | Long | 100.0% | +12.37% | 2.72 | 5 |
| 07.07 → 05.09 | Long | 100.0% | +12.24% | 2.73 | 5 |