Over 2022 to 2025 (4 years of data), PAYCUSUSD has tended to move short between 24.08 and 08.10, closing higher in 100.0% of those years for an average +7.47% move and an annualized Sharpe of 4.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 08.10 | Short | 100.0% | +7.47% | 4.64 | 4 |
| 25.08 → 08.10 | Short | 100.0% | +7.16% | 3.94 | 4 |
| 26.08 → 08.10 | Short | 100.0% | +7.01% | 4.23 | 4 |
| 23.08 → 08.10 | Short | 100.0% | +6.97% | 3.91 | 4 |
| 22.08 → 08.10 | Short | 100.0% | +6.06% | 3.67 | 4 |
| 27.08 → 11.10 | Short | 100.0% | +5.57% | 3.71 | 4 |
| 27.08 → 08.10 | Short | 100.0% | +5.41% | 5.40 | 4 |
| 28.08 → 08.10 | Short | 100.0% | +5.21% | 4.22 | 4 |