Over 2018 to 2025 (8 years of data), VGKUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +2.27% move and an annualized Sharpe of 5.94.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +2.27% | 5.94 | 8 |
| 08.07 → 22.07 | Long | 87.5% | +2.03% | 5.23 | 8 |
| 10.07 → 22.07 | Long | 87.5% | +1.95% | 5.77 | 8 |
| 07.07 → 23.07 | Long | 87.5% | +1.93% | 5.42 | 8 |
| 07.07 → 28.08 | Long | 87.5% | +1.90% | 1.67 | 8 |
| 08.07 → 26.07 | Long | 87.5% | +1.82% | 4.63 | 8 |
| 10.07 → 26.07 | Long | 87.5% | +1.75% | 4.32 | 8 |
| 08.07 → 23.07 | Long | 87.5% | +1.69% | 4.66 | 8 |