United States
Over 2018 to 2025 (8 years of data), PAYXUSUSD has tended to move long between 11.10 and 02.12, closing higher in 87.5% of those years for an average +3.66% move and an annualized Sharpe of 1.28.
Best window
11.10 - 02.12
Direction
Long
Win rate
87.5%
Avg return
+3.66%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 87.5% | +3.66% | 1.28 | 8 |
| 11.10 → 03.12 | Long | 87.5% | +3.48% | 1.36 | 8 |
| 11.10 → 01.12 | Long | 87.5% |
| +3.42% |
| 1.17 |
| 8 |
| 11.10 → 28.11 | Long | 87.5% | +3.27% | 1.37 | 8 |
| 11.10 → 29.11 | Long | 87.5% | +3.11% | 1.23 | 8 |
| 11.10 → 30.11 | Long | 87.5% | +3.01% | 1.10 | 8 |
| 05.10 → 22.10 | Long | 87.5% | +1.68% | 1.80 | 8 |
| 07.10 → 16.10 | Long | 87.5% | +1.37% | 3.29 | 8 |