Over 2017 to 2025 (9 years of data), PYPLUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +4.55% move and an annualized Sharpe of 6.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +4.55% | 6.17 | 8 |
| 08.07 → 22.07 | Long | 100.0% | +4.37% | 6.63 | 8 |
| 07.07 → 23.07 | Long | 87.5% | +4.74% | 5.23 | 8 |
| 08.07 → 23.07 | Long | 87.5% | +4.55% | 5.45 | 8 |
| 11.07 → 23.07 | Long | 87.5% | +4.06% | 4.28 | 8 |
| 09.07 → 23.07 | Long | 87.5% | +3.92% | 4.26 | 8 |
| 12.07 → 22.07 | Long | 87.5% | +3.81% | 4.09 | 8 |
| 09.07 → 22.07 | Long | 87.5% | +3.73% | 5.02 | 8 |