United States
Over 2022 to 2025 (4 years of data), VEEVUSUSD has tended to move short between 07.10 and 03.12, closing higher in 75.0% of those years for an average +5.84% move and an annualized Sharpe of 1.22.
Best window
07.10 - 03.12
Direction
Short
Win rate
75.0%
Avg return
+5.84%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 03.12 | Short | 75.0% | +5.84% | 1.22 | 4 |
| 07.10 → 05.12 | Short | 75.0% | +5.15% | 0.97 | 4 |
| 06.10 → 03.12 | Short | 75.0% |
| +4.81% |
| 1.07 |
| 4 |
| 10.10 → 07.12 | Short | 75.0% | +4.68% | 0.73 | 4 |
| 08.10 → 07.12 | Short | 75.0% | +4.45% | 0.66 | 4 |
| 07.10 → 04.12 | Short | 75.0% | +4.35% | 0.77 | 4 |
| 09.10 → 07.12 | Short | 75.0% | +4.15% | 0.62 | 4 |
| 06.10 → 05.12 | Short | 75.0% | +4.12% | 0.83 | 4 |