United States
Over 2022 to 2025 (4 years of data), PAYCUSUSD has tended to move short between 06.10 and 25.10, closing higher in 100.0% of those years for an average +2.37% move and an annualized Sharpe of 7.22.
Best window
06.10 - 25.10
Direction
Short
Win rate
100.0%
Avg return
+2.37%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 25.10 | Short | 100.0% | +2.37% | 7.22 | 4 |
| 06.10 → 23.10 | Short | 100.0% | +2.36% | 4.40 | 4 |
| 07.10 → 24.10 | Short | 100.0% |
| +2.18% |
| 4.44 |
| 4 |
| 07.10 → 07.11 | Short | 75.0% | +8.41% | 1.06 | 4 |
| 06.10 → 07.11 | Short | 75.0% | +8.37% | 1.05 | 4 |
| 06.10 → 04.11 | Short | 75.0% | +8.31% | 1.28 | 4 |
| 07.10 → 04.11 | Short | 75.0% | +8.30% | 1.28 | 4 |
| 07.10 → 06.11 | Short | 75.0% | +8.27% | 1.00 | 4 |