Over 2018 to 2025 (8 years of data), PSXUSUSD has tended to move short between 09.07 and 22.08, closing higher in 37.5% of those years for an average +2.39% move and an annualized Sharpe of 1.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 22.08 | Short | 37.5% | +2.39% | 1.14 | 8 |
| 07.07 → 22.08 | Short | 37.5% | +2.33% | 1.09 | 8 |
| 08.07 → 22.08 | Short | 37.5% | +2.10% | 1.00 | 8 |
| 13.07 → 21.08 | Short | 37.5% | +2.10% | 0.96 | 8 |
| 13.07 → 20.08 | Short | 37.5% | +2.05% | 0.96 | 8 |
| 12.07 → 21.08 | Short | 37.5% | +2.03% | 0.88 | 8 |
| 12.07 → 20.08 | Short | 37.5% | +1.99% | 0.88 | 8 |
| 09.07 → 23.08 | Short | 37.5% | +1.96% | 1.04 | 8 |