Over 2020 to 2025 (6 years of data), VDEUSUSD has tended to move long between 17.07 and 29.07, closing higher in 83.3% of those years for an average +5.07% move and an annualized Sharpe of 5.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 29.07 | Long | 83.3% | +5.07% | 5.95 | 6 |
| 11.07 → 28.08 | Long | 83.3% | +4.54% | 1.40 | 6 |
| 11.07 → 29.08 | Long | 83.3% | +4.49% | 1.36 | 6 |
| 11.07 → 27.08 | Long | 83.3% | +4.44% | 1.41 | 6 |
| 11.07 → 25.08 | Long | 83.3% | +4.36% | 1.40 | 6 |
| 11.07 → 24.08 | Long | 83.3% | +4.12% | 1.37 | 6 |
| 17.07 → 13.08 | Long | 83.3% | +3.97% | 2.62 | 6 |
| 11.07 → 29.07 | Long | 83.3% | +3.96% | 3.24 | 6 |