Over 2017 to 2025 (9 years of data), VALEUSUSD has tended to move long between 15.08 and 17.09, closing higher in 88.9% of those years for an average +4.06% move and an annualized Sharpe of 1.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 17.09 | Long | 88.9% | +4.06% | 1.42 | 9 |
| 17.08 → 17.09 | Long | 88.9% | +3.82% | 1.40 | 9 |
| 18.08 → 17.09 | Long | 88.9% | +3.76% | 1.53 | 9 |
| 16.08 → 17.09 | Long | 88.9% | +3.75% | 1.34 | 9 |
| 15.08 → 18.09 | Long | 88.9% | +3.47% | 1.10 | 9 |
| 17.08 → 18.09 | Long | 88.9% | +3.26% | 1.05 | 9 |
| 16.08 → 18.09 | Long | 88.9% | +3.17% | 1.02 | 9 |
| 12.08 → 17.09 | Long | 88.9% | +2.69% | 0.88 | 9 |