Over 2018 to 2025 (8 years of data), PSXUSUSD has tended to move long between 24.08 and 28.08, closing higher in 100.0% of those years for an average +1.69% move and an annualized Sharpe of 11.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 28.08 | Long | 100.0% | +1.69% | 11.78 | 4 |
| 25.08 → 19.09 | Short | 75.0% | +5.48% | 2.74 | 4 |
| 25.08 → 20.09 | Short | 75.0% | +5.23% | 2.56 | 4 |
| 26.08 → 19.09 | Short | 75.0% | +4.79% | 2.62 | 4 |
| 25.08 → 21.09 | Short | 75.0% | +4.66% | 2.14 | 4 |
| 26.08 → 20.09 | Short | 75.0% | +4.53% | 2.44 | 4 |
| 27.08 → 19.09 | Short | 75.0% | +4.46% | 2.61 | 4 |
| 25.08 → 24.09 | Short | 75.0% | +4.34% | 1.70 | 4 |