Over 2020 to 2025 (6 years of data), PTONUSUSD has tended to move long between 13.07 and 30.07, closing higher in 100.0% of those years for an average +5.07% move and an annualized Sharpe of 5.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 30.07 | Long | 100.0% | +5.07% | 5.52 | 5 |
| 13.07 → 24.08 | Long | 80.0% | +7.64% | 0.88 | 5 |
| 07.07 → 19.07 | Long | 80.0% | +6.06% | 6.06 | 5 |
| 07.07 → 20.07 | Long | 80.0% | +5.80% | 5.37 | 5 |
| 09.07 → 19.07 | Long | 80.0% | +5.64% | 5.38 | 5 |
| 09.07 → 30.07 | Long | 80.0% | +5.41% | 2.36 | 5 |
| 09.07 → 20.07 | Long | 80.0% | +5.39% | 4.68 | 5 |
| 07.07 → 04.08 | Long | 80.0% | +5.32% | 2.51 | 5 |