Over 2022 to 2025 (4 years of data), PSTGUSUSD has tended to move short between 10.07 and 13.07, closing higher in 100.0% of those years for an average +2.41% move and an annualized Sharpe of 15.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 13.07 | Short | 100.0% | +2.41% | 15.08 | 4 |
| 07.07 → 10.07 | Long | 100.0% | +2.31% | 16.16 | 4 |
| 11.07 → 14.07 | Short | 100.0% | +2.30% | 19.06 | 4 |
| 11.07 → 15.07 | Short | 100.0% | +1.94% | 19.41 | 4 |
| 12.07 → 10.09 | Long | 75.0% | +10.68% | 0.97 | 4 |
| 13.07 → 11.09 | Long | 75.0% | +10.45% | 0.96 | 4 |
| 13.07 → 10.09 | Long | 75.0% | +10.21% | 0.94 | 4 |
| 12.07 → 09.09 | Long | 75.0% | +9.90% | 0.93 | 4 |