Over 2017 to 2025 (9 years of data), PXDUSUSD has tended to move long between 23.08 and 29.08, closing higher in 100.0% of those years for an average +2.38% move and an annualized Sharpe of 9.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 29.08 | Long | 100.0% | +2.38% | 9.18 | 6 |
| 23.08 → 09.10 | Long | 83.3% | +5.33% | 1.03 | 6 |
| 23.08 → 10.10 | Long | 83.3% | +5.05% | 0.98 | 6 |
| 21.08 → 16.10 | Long | 83.3% | +4.78% | 0.94 | 6 |
| 23.08 → 08.10 | Long | 83.3% | +4.56% | 0.91 | 6 |
| 21.08 → 12.10 | Long | 83.3% | +4.45% | 0.86 | 6 |
| 23.08 → 07.10 | Long | 83.3% | +4.15% | 0.98 | 6 |
| 24.08 → 07.10 | Long | 83.3% | +3.81% | 0.95 | 6 |