Over 2018 to 2025 (8 years of data), PSAUSUSD has tended to move short between 13.07 and 20.07, closing higher in 87.5% of those years for an average +0.91% move and an annualized Sharpe of 2.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 20.07 | Short | 87.5% | +0.91% | 2.71 | 8 |
| 07.07 → 31.08 | Long | 75.0% | +4.98% | 1.62 | 8 |
| 09.07 → 31.08 | Long | 75.0% | +4.88% | 1.71 | 8 |
| 08.07 → 31.08 | Long | 75.0% | +4.84% | 1.60 | 8 |
| 07.07 → 03.09 | Long | 75.0% | +4.67% | 1.50 | 8 |
| 07.07 → 28.08 | Long | 75.0% | +4.58% | 1.60 | 8 |
| 07.07 → 29.08 | Long | 75.0% | +4.57% | 1.58 | 8 |
| 07.07 → 04.09 | Long | 75.0% | +4.57% | 1.46 | 8 |