Over 2017 to 2025 (9 years of data), VALEUSUSD has tended to move short between 12.07 and 18.08, closing higher in 77.8% of those years for an average +6.54% move and an annualized Sharpe of 2.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 18.08 | Short | 77.8% | +6.54% | 2.02 | 9 |
| 12.07 → 20.08 | Short | 77.8% | +6.41% | 2.10 | 9 |
| 12.07 → 19.08 | Short | 77.8% | +6.29% | 2.07 | 9 |
| 12.07 → 21.08 | Short | 77.8% | +5.77% | 1.90 | 9 |
| 13.07 → 21.08 | Short | 77.8% | +5.75% | 1.80 | 9 |
| 12.07 → 17.08 | Short | 77.8% | +5.70% | 2.02 | 9 |
| 09.07 → 18.08 | Short | 77.8% | +5.67% | 1.56 | 9 |
| 09.07 → 20.08 | Short | 77.8% | +5.54% | 1.60 | 9 |