Over 2017 to 2025 (9 years of data), PXDUSUSD has tended to move long between 20.08 and 15.10, closing higher in 83.3% of those years for an average +6.09% move and an annualized Sharpe of 1.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 15.10 | Long | 83.3% | +6.09% | 1.06 | 6 |
| 20.08 → 13.10 | Long | 83.3% | +6.04% | 1.01 | 6 |
| 19.08 → 15.10 | Long | 83.3% | +5.61% | 0.93 | 6 |
| 19.08 → 13.10 | Long | 83.3% | +5.58% | 0.89 | 6 |
| 20.08 → 16.10 | Long | 83.3% | +5.51% | 0.93 | 6 |
| 20.08 → 12.10 | Long | 83.3% | +5.19% | 0.87 | 6 |
| 18.08 → 09.10 | Long | 83.3% | +5.13% | 0.89 | 6 |
| 18.08 → 15.10 | Long | 83.3% | +5.11% | 0.94 | 6 |