Over 2022 to 2025 (4 years of data), PARAUSUSD has tended to move short between 08.07 and 06.09, closing higher in 100.0% of those years for an average +14.58% move and an annualized Sharpe of 9.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 06.09 | Short | 100.0% | +14.58% | 9.76 | 4 |
| 10.07 → 06.09 | Short | 100.0% | +13.66% | 8.42 | 4 |
| 12.07 → 06.09 | Short | 100.0% | +13.57% | 6.64 | 4 |
| 11.07 → 06.09 | Short | 100.0% | +13.48% | 5.10 | 4 |
| 08.07 → 05.09 | Short | 100.0% | +13.42% | 12.62 | 4 |
| 13.07 → 06.09 | Short | 100.0% | +13.37% | 6.38 | 4 |
| 07.07 → 05.09 | Short | 100.0% | +13.25% | 12.63 | 4 |
| 10.07 → 07.09 | Short | 100.0% | +12.88% | 13.99 | 4 |