Over 2018 to 2025 (8 years of data), VFCUSUSD has tended to move long between 12.07 and 29.07, closing higher in 100.0% of those years for an average +4.61% move and an annualized Sharpe of 3.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 29.07 | Long | 100.0% | +4.61% | 3.32 | 8 |
| 16.07 → 13.08 | Long | 87.5% | +7.66% | 2.56 | 8 |
| 14.07 → 13.08 | Long | 87.5% | +7.25% | 2.38 | 8 |
| 15.07 → 13.08 | Long | 87.5% | +7.21% | 2.39 | 8 |
| 11.07 → 23.07 | Long | 87.5% | +6.71% | 4.48 | 8 |
| 16.07 → 23.07 | Long | 87.5% | +6.46% | 6.34 | 8 |
| 17.07 → 13.08 | Long | 87.5% | +6.31% | 3.20 | 8 |
| 16.07 → 28.07 | Long | 87.5% | +5.94% | 4.92 | 8 |