Over 2022 to 2025 (4 years of data), PTCUSUSD has tended to move long between 12.07 and 30.07, closing higher in 100.0% of those years for an average +10.41% move and an annualized Sharpe of 5.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 30.07 | Long | 100.0% | +10.41% | 5.28 | 4 |
| 12.07 → 31.07 | Long | 100.0% | +10.08% | 5.29 | 4 |
| 10.07 → 30.07 | Long | 100.0% | +9.82% | 6.26 | 4 |
| 11.07 → 30.07 | Long | 100.0% | +9.69% | 6.57 | 4 |
| 10.07 → 31.07 | Long | 100.0% | +9.50% | 6.32 | 4 |
| 11.07 → 31.07 | Long | 100.0% | +9.38% | 6.68 | 4 |
| 12.07 → 24.08 | Long | 100.0% | +9.36% | 3.67 | 4 |
| 12.07 → 29.07 | Long | 100.0% | +9.14% | 4.67 | 4 |