Over 2022 to 2025 (4 years of data), PSTGUSUSD has tended to move long between 23.07 and 23.08, closing higher in 100.0% of those years for an average +5.03% move and an annualized Sharpe of 4.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 23.08 | Long | 100.0% | +5.03% | 4.39 | 4 |
| 23.07 → 19.08 | Long | 100.0% | +4.85% | 2.98 | 4 |
| 22.07 → 23.08 | Long | 100.0% | +4.23% | 6.56 | 4 |
| 22.07 → 19.08 | Long | 100.0% | +4.04% | 3.06 | 4 |
| 22.07 → 22.08 | Long | 100.0% | +3.62% | 3.80 | 4 |
| 21.07 → 23.08 | Long | 100.0% | +3.55% | 3.40 | 4 |
| 21.07 → 24.07 | Short | 100.0% | +1.42% | 14.35 | 4 |
| 17.07 → 11.09 | Long | 75.0% | +12.45% | 1.20 | 4 |