Over 2017 to 2025 (9 years of data), VEAUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +2.06% move and an annualized Sharpe of 7.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +2.06% | 7.21 | 8 |
| 07.07 → 23.07 | Long | 100.0% | +1.86% | 7.18 | 8 |
| 08.07 → 23.07 | Long | 100.0% | +1.62% | 6.11 | 8 |
| 07.07 → 28.08 | Long | 87.5% | +2.08% | 1.92 | 8 |
| 08.07 → 28.07 | Long | 87.5% | +2.06% | 4.21 | 8 |
| 07.07 → 29.08 | Long | 87.5% | +1.94% | 1.78 | 8 |
| 08.07 → 27.07 | Long | 87.5% | +1.87% | 4.23 | 8 |
| 08.07 → 28.08 | Long | 87.5% | +1.83% | 1.79 | 8 |