Over 2018 to 2025 (8 years of data), PAYXUSUSD has tended to move long between 22.07 and 29.07, closing higher in 87.5% of those years for an average +1.98% move and an annualized Sharpe of 7.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 29.07 | Long | 87.5% | +1.98% | 7.82 | 8 |
| 22.07 → 27.07 | Long | 87.5% | +1.84% | 12.54 | 8 |
| 23.07 → 27.07 | Long | 87.5% | +1.72% | 10.72 | 8 |
| 24.07 → 29.07 | Long | 87.5% | +1.64% | 7.23 | 8 |
| 25.07 → 29.07 | Long | 87.5% | +1.60% | 7.38 | 8 |
| 24.07 → 27.07 | Long | 87.5% | +1.50% | 13.77 | 8 |
| 24.07 → 28.07 | Long | 87.5% | +1.49% | 7.03 | 8 |
| 24.07 → 08.08 | Long | 87.5% | +1.37% | 2.50 | 8 |