Over 2022 to 2025 (4 years of data), PAYCUSUSD has tended to move long between 12.07 and 28.07, closing higher in 100.0% of those years for an average +10.93% move and an annualized Sharpe of 16.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 28.07 | Long | 100.0% | +10.93% | 16.97 | 4 |
| 12.07 → 29.07 | Long | 100.0% | +10.83% | 15.04 | 4 |
| 12.07 → 30.07 | Long | 100.0% | +10.60% | 11.81 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +10.50% | 18.59 | 4 |
| 12.07 → 31.07 | Long | 100.0% | +10.41% | 9.09 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +10.10% | 5.34 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +10.02% | 4.99 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +9.71% | 5.04 | 4 |