Over 2022 to 2025 (4 years of data), PARAUSUSD has tended to move short between 25.08 and 24.10, closing higher in 100.0% of those years for an average +19.11% move and an annualized Sharpe of 6.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 24.10 | Short | 100.0% | +19.11% | 6.96 | 3 |
| 25.08 → 22.10 | Short | 100.0% | +19.03% | 7.19 | 3 |
| 25.08 → 23.10 | Short | 100.0% | +18.94% | 6.97 | 3 |
| 25.08 → 21.10 | Short | 100.0% | +18.76% | 7.13 | 3 |
| 22.08 → 21.10 | Short | 100.0% | +18.69% | 6.01 | 3 |
| 26.08 → 24.10 | Short | 100.0% | +18.66% | 7.22 | 3 |
| 26.08 → 22.10 | Short | 100.0% | +18.58% | 7.44 | 3 |
| 26.08 → 23.10 | Short | 100.0% | +18.49% | 7.20 | 3 |