Over 2017 to 2025 (9 years of data), PYPLUSUSD has tended to move long between 23.08 and 01.09, closing higher in 100.0% of those years for an average +2.73% move and an annualized Sharpe of 7.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 01.09 | Long | 100.0% | +2.73% | 7.59 | 8 |
| 23.08 → 29.08 | Long | 100.0% | +2.45% | 8.81 | 8 |
| 23.08 → 31.08 | Long | 100.0% | +2.37% | 7.72 | 8 |
| 24.08 → 01.09 | Long | 100.0% | +2.25% | 8.05 | 8 |
| 24.08 → 29.08 | Long | 100.0% | +1.97% | 10.60 | 8 |
| 24.08 → 31.08 | Long | 100.0% | +1.89% | 9.05 | 8 |
| 27.08 → 22.10 | Short | 87.5% | +5.05% | 1.63 | 8 |
| 26.08 → 11.10 | Short | 87.5% | +4.85% | 1.70 | 8 |