Over 2017 to 2025 (9 years of data), PXDUSUSD has tended to move short between 07.07 and 16.07, closing higher in 62.5% of those years for an average +2.54% move and an annualized Sharpe of 5.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 16.07 | Short | 62.5% | +2.54% | 5.13 | 8 |
| 07.07 → 17.07 | Short | 62.5% | +2.22% | 4.02 | 8 |
| 07.07 → 18.07 | Short | 62.5% | +2.21% | 3.26 | 8 |
| 07.07 → 15.07 | Short | 62.5% | +2.11% | 4.62 | 8 |
| 07.07 → 19.07 | Short | 62.5% | +1.84% | 2.73 | 8 |
| 10.07 → 16.07 | Short | 62.5% | +1.82% | 2.83 | 8 |
| 08.07 → 13.07 | Short | 62.5% | +1.80% | 6.33 | 8 |
| 07.07 → 14.07 | Short | 62.5% | +1.54% | 5.37 | 8 |