Over 2018 to 2025 (8 years of data), PAYXUSUSD has tended to move long between 10.07 and 28.07, closing higher in 100.0% of those years for an average +4.36% move and an annualized Sharpe of 5.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 28.07 | Long | 100.0% | +4.36% | 5.15 | 8 |
| 13.07 → 28.07 | Long | 100.0% | +4.16% | 4.51 | 8 |
| 10.07 → 27.07 | Long | 100.0% | +4.11% | 4.77 | 8 |
| 10.07 → 26.07 | Long | 100.0% | +4.00% | 5.41 | 8 |
| 10.07 → 25.07 | Long | 100.0% | +3.55% | 5.66 | 8 |
| 08.07 → 28.07 | Long | 87.5% | +4.56% | 4.59 | 8 |
| 08.07 → 27.07 | Long | 87.5% | +4.31% | 4.26 | 8 |
| 12.07 → 28.07 | Long | 87.5% | +4.29% | 4.56 | 8 |