Over 2022 to 2025 (4 years of data), PVHUSUSD has tended to move long between 25.07 and 28.07, closing higher in 100.0% of those years for an average +2.02% move and an annualized Sharpe of 32.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 28.07 | Long | 100.0% | +2.02% | 32.71 | 3 |
| 22.07 → 31.07 | Long | 100.0% | +1.74% | 5.02 | 4 |
| 24.07 → 27.07 | Short | 100.0% | +1.18% | 16.00 | 4 |
| 28.07 → 25.09 | Short | 75.0% | +6.47% | 1.29 | 4 |
| 27.07 → 25.09 | Short | 75.0% | +6.28% | 1.30 | 4 |
| 28.07 → 26.09 | Short | 75.0% | +6.16% | 1.14 | 4 |
| 24.07 → 22.09 | Short | 75.0% | +5.61% | 1.34 | 4 |
| 28.07 → 24.09 | Short | 75.0% | +5.15% | 0.91 | 4 |