United States
Over 2022 to 2025 (4 years of data), VICIUSUSD has tended to move short between 05.10 and 25.10, closing higher in 100.0% of those years for an average +2.22% move and an annualized Sharpe of 4.87.
Best window
05.10 - 25.10
Direction
Short
Win rate
100.0%
Avg return
+2.22%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 25.10 | Short | 100.0% | +2.22% | 4.87 | 4 |
| 06.10 → 25.10 | Short | 100.0% | +2.18% | 5.34 | 4 |
| 08.10 → 26.10 | Short | 100.0% |
| +1.77% |
| 5.31 |
| 4 |
| 05.10 → 20.10 | Short | 75.0% | +2.59% | 5.67 | 4 |
| 06.10 → 20.10 | Short | 75.0% | +2.54% | 5.35 | 4 |
| 05.10 → 21.10 | Short | 75.0% | +2.49% | 5.39 | 4 |
| 06.10 → 21.10 | Short | 75.0% | +2.45% | 5.52 | 4 |
| 05.10 → 22.10 | Short | 75.0% | +2.39% | 4.51 | 4 |