Over 2018 to 2025 (8 years of data), PSAUSUSD has tended to move long between 24.08 and 01.09, closing higher in 87.5% of those years for an average +1.25% move and an annualized Sharpe of 6.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 01.09 | Long | 87.5% | +1.25% | 6.31 | 8 |
| 23.08 → 01.09 | Long | 87.5% | +1.14% | 4.54 | 8 |
| 24.08 → 29.08 | Long | 87.5% | +0.88% | 8.44 | 8 |
| 24.08 → 31.08 | Long | 87.5% | +0.69% | 3.33 | 8 |
| 23.08 → 31.08 | Long | 87.5% | +0.59% | 2.00 | 8 |
| 26.08 → 25.09 | Short | 75.0% | +3.64% | 1.82 | 8 |
| 23.08 → 25.09 | Short | 75.0% | +3.60% | 1.70 | 8 |
| 27.08 → 25.09 | Short | 75.0% | +3.55% | 2.03 | 8 |