Over 2020 to 2025 (6 years of data), PTONUSUSD has tended to move short between 16.08 and 20.08, closing higher in 100.0% of those years for an average +5.73% move and an annualized Sharpe of 11.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 20.08 | Short | 100.0% | +5.73% | 11.17 | 5 |
| 16.08 → 19.08 | Short | 100.0% | +5.14% | 12.35 | 5 |
| 16.08 → 23.09 | Short | 80.0% | +9.68% | 0.97 | 5 |
| 16.08 → 25.09 | Short | 80.0% | +8.76% | 0.80 | 5 |
| 17.08 → 23.09 | Short | 80.0% | +8.76% | 0.84 | 5 |
| 16.08 → 22.09 | Short | 80.0% | +8.65% | 0.88 | 5 |
| 16.08 → 18.09 | Short | 80.0% | +8.06% | 1.07 | 5 |
| 18.08 → 23.09 | Short | 80.0% | +7.98% | 0.81 | 5 |