Over 2018 to 2025 (8 years of data), VFCUSUSD has tended to move long between 08.07 and 27.07, closing higher in 100.0% of those years for an average +6.86% move and an annualized Sharpe of 3.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 27.07 | Long | 100.0% | +6.86% | 3.75 | 8 |
| 10.07 → 22.07 | Long | 100.0% | +6.80% | 4.93 | 8 |
| 08.07 → 23.07 | Long | 100.0% | +6.44% | 4.12 | 8 |
| 11.07 → 27.07 | Long | 100.0% | +6.31% | 3.45 | 8 |
| 08.07 → 26.07 | Long | 100.0% | +6.23% | 3.41 | 8 |
| 09.07 → 23.07 | Long | 100.0% | +5.85% | 4.20 | 8 |
| 08.07 → 24.07 | Long | 100.0% | +5.84% | 3.78 | 8 |
| 11.07 → 28.07 | Long | 100.0% | +5.36% | 2.80 | 8 |