Over 2017 to 2025 (9 years of data), VEAUSUSD has tended to move long between 26.07 and 29.07, closing higher in 87.5% of those years for an average +0.75% move and an annualized Sharpe of 5.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 29.07 | Long | 87.5% | +0.75% | 5.77 | 8 |
| 28.07 → 03.08 | Short | 75.0% | +1.79% | 5.52 | 8 |
| 27.07 → 03.08 | Short | 75.0% | +1.66% | 4.33 | 8 |
| 25.07 → 03.08 | Short | 75.0% | +1.40% | 3.51 | 8 |
| 26.07 → 03.08 | Short | 75.0% | +1.36% | 3.44 | 8 |
| 28.07 → 02.08 | Short | 75.0% | +1.35% | 7.58 | 8 |
| 27.07 → 02.08 | Short | 75.0% | +1.22% | 5.29 | 8 |
| 25.07 → 02.08 | Short | 75.0% | +0.96% | 4.18 | 8 |