Over 2022 to 2025 (4 years of data), PVHUSUSD has tended to move long between 07.07 and 24.08, closing higher in 75.0% of those years for an average +6.02% move and an annualized Sharpe of 1.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 24.08 | Long | 75.0% | +6.02% | 1.82 | 4 |
| 09.07 → 24.08 | Long | 75.0% | +5.88% | 1.82 | 4 |
| 08.07 → 24.08 | Long | 75.0% | +5.46% | 1.74 | 4 |
| 07.07 → 23.08 | Long | 75.0% | +5.03% | 1.88 | 4 |
| 09.07 → 23.08 | Long | 75.0% | +4.89% | 1.88 | 4 |
| 07.07 → 27.08 | Long | 75.0% | +4.67% | 1.56 | 4 |
| 07.07 → 25.08 | Long | 75.0% | +4.61% | 1.63 | 4 |
| 08.07 → 23.08 | Long | 75.0% | +4.48% | 1.78 | 4 |