Over 2018 to 2025 (8 years of data), PSAUSUSD has tended to move short between 21.08 and 25.09, closing higher in 75.0% of those years for an average +3.24% move and an annualized Sharpe of 1.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 25.09 | Short | 75.0% | +3.24% | 1.28 | 8 |
| 22.08 → 25.09 | Short | 75.0% | +3.08% | 1.32 | 8 |
| 21.08 → 24.09 | Short | 75.0% | +3.02% | 1.25 | 8 |
| 21.08 → 26.09 | Short | 75.0% | +2.97% | 1.14 | 8 |
| 21.08 → 23.09 | Short | 75.0% | +2.87% | 1.23 | 8 |
| 22.08 → 24.09 | Short | 75.0% | +2.86% | 1.28 | 8 |
| 22.08 → 26.09 | Short | 75.0% | +2.81% | 1.17 | 8 |
| 20.08 → 25.09 | Short | 75.0% | +2.79% | 0.99 | 8 |