Over 2020 to 2025 (6 years of data), PRYITEUR has tended to move long between 09.09 and 12.09, closing higher in 100.0% of those years for an average +2.26% move and an annualized Sharpe of 18.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 12.09 | Long | 100.0% | +2.26% | 18.22 | 5 |
| 09.09 → 28.10 | Long | 80.0% | +5.55% | 1.29 | 5 |
| 09.09 → 29.10 | Long | 80.0% | +5.50% | 1.25 | 5 |
| 09.09 → 26.10 | Long | 80.0% | +5.31% | 1.24 | 5 |
| 08.09 → 26.10 | Long | 80.0% | +5.29% | 1.14 | 5 |
| 09.09 → 25.10 | Long | 80.0% | +5.05% | 1.22 | 5 |
| 09.09 → 27.10 | Long | 80.0% | +5.05% | 1.17 | 5 |
| 09.09 → 24.10 | Long | 80.0% | +4.58% | 1.26 | 5 |