Over 2022 to 2025 (4 years of data), PARAUSUSD has tended to move short between 25.07 and 23.09, closing higher in 100.0% of those years for an average +16.80% move and an annualized Sharpe of 9.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 23.09 | Short | 100.0% | +16.80% | 9.92 | 4 |
| 25.07 → 22.09 | Short | 100.0% | +16.22% | 11.97 | 4 |
| 24.07 → 22.09 | Short | 100.0% | +16.19% | 11.74 | 4 |
| 27.07 → 24.09 | Short | 100.0% | +14.69% | 6.65 | 4 |
| 27.07 → 25.09 | Short | 100.0% | +14.64% | 6.49 | 4 |
| 25.07 → 21.09 | Short | 100.0% | +14.62% | 13.33 | 4 |
| 24.07 → 21.09 | Short | 100.0% | +14.60% | 13.62 | 4 |
| 27.07 → 23.09 | Short | 100.0% | +14.52% | 8.06 | 4 |