Over 2022 to 2025 (4 years of data), VICIUSUSD has tended to move long between 09.07 and 06.09, closing higher in 100.0% of those years for an average +7.61% move and an annualized Sharpe of 2.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 06.09 | Long | 100.0% | +7.61% | 2.41 | 4 |
| 08.07 → 06.09 | Long | 100.0% | +7.39% | 2.28 | 4 |
| 09.07 → 31.08 | Long | 100.0% | +7.35% | 2.44 | 4 |
| 09.07 → 07.09 | Long | 100.0% | +7.31% | 2.24 | 4 |
| 09.07 → 05.09 | Long | 100.0% | +7.28% | 2.22 | 4 |
| 09.07 → 29.08 | Long | 100.0% | +6.96% | 2.55 | 4 |
| 09.07 → 03.09 | Long | 100.0% | +6.66% | 2.07 | 4 |
| 09.07 → 02.09 | Long | 100.0% | +6.59% | 2.06 | 4 |