United States
Over 2022 to 2025 (4 years of data), PARAUSUSD has tended to move long between 12.10 and 10.12, closing higher in 100.0% of those years for an average +17.78% move and an annualized Sharpe of 3.49.
Best window
12.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+17.78%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 10.12 | Long | 100.0% | +17.78% | 3.49 | 3 |
| 12.10 → 11.12 | Long | 100.0% | +17.78% | 3.46 | 3 |
| 12.10 → 02.12 | Long | 100.0% |
| +17.64% |
| 4.14 |
| 3 |
| 09.10 → 02.12 | Long | 100.0% | +17.46% | 3.15 | 3 |
| 08.10 → 02.12 | Long | 100.0% | +17.29% | 3.06 | 3 |
| 07.10 → 02.12 | Long | 100.0% | +17.25% | 3.02 | 3 |
| 12.10 → 01.12 | Long | 100.0% | +16.73% | 4.14 | 3 |
| 10.10 → 02.12 | Long | 100.0% | +16.63% | 3.40 | 3 |