United States
Over 2018 to 2025 (8 years of data), VFCUSUSD has tended to move long between 11.10 and 06.12, closing higher in 87.5% of those years for an average +9.81% move and an annualized Sharpe of 2.15.
Best window
11.10 - 06.12
Direction
Long
Win rate
87.5%
Avg return
+9.81%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 06.12 | Long | 87.5% | +9.81% | 2.15 | 8 |
| 11.10 → 08.12 | Long | 87.5% | +9.59% | 1.90 | 8 |
| 11.10 → 10.12 | Long | 87.5% |
| +9.53% |
| 1.56 |
| 8 |
| 11.10 → 07.12 | Long | 87.5% | +9.52% | 1.91 | 8 |
| 09.10 → 02.12 | Long | 87.5% | +9.36% | 2.38 | 8 |
| 11.10 → 09.12 | Long | 87.5% | +9.20% | 1.77 | 8 |
| 08.10 → 02.12 | Long | 87.5% | +9.16% | 2.61 | 8 |
| 09.10 → 04.12 | Long | 87.5% | +8.96% | 1.82 | 8 |