Over 2020 to 2025 (6 years of data), VDEUSUSD has tended to move long between 10.07 and 28.08, closing higher in 83.3% of those years for an average +5.56% move and an annualized Sharpe of 1.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 28.08 | Long | 83.3% | +5.56% | 1.72 | 6 |
| 10.07 → 24.08 | Long | 83.3% | +5.11% | 1.59 | 6 |
| 10.07 → 27.08 | Long | 83.3% | +4.97% | 1.67 | 6 |
| 10.07 → 29.08 | Long | 83.3% | +4.95% | 1.71 | 6 |
| 11.07 → 28.08 | Long | 83.3% | +4.88% | 1.40 | 6 |
| 09.07 → 28.08 | Long | 83.3% | +4.87% | 1.54 | 6 |
| 10.07 → 26.08 | Long | 83.3% | +4.81% | 1.64 | 6 |
| 10.07 → 30.08 | Long | 83.3% | +4.81% | 1.66 | 6 |