Over 2018 to 2025 (8 years of data), PSXUSUSD has tended to move long between 17.07 and 29.07, closing higher in 100.0% of those years for an average +4.26% move and an annualized Sharpe of 6.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 29.07 | Long | 100.0% | +4.26% | 6.35 | 4 |
| 17.07 → 24.07 | Long | 100.0% | +1.34% | 6.38 | 4 |
| 16.07 → 20.08 | Short | 75.0% | +4.79% | 2.19 | 4 |
| 16.07 → 19.08 | Short | 75.0% | +4.51% | 2.15 | 4 |
| 13.07 → 20.08 | Short | 75.0% | +4.22% | 1.42 | 4 |
| 16.07 → 01.09 | Short | 75.0% | +4.07% | 1.64 | 4 |
| 15.07 → 20.08 | Short | 75.0% | +3.94% | 1.80 | 4 |
| 16.07 → 18.08 | Short | 75.0% | +3.94% | 2.19 | 4 |