Over 2022 to 2025 (4 years of data), VICIUSUSD has tended to move short between 12.09 and 20.10, closing higher in 100.0% of those years for an average +8.44% move and an annualized Sharpe of 6.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.09 → 20.10 | Short | 100.0% | +8.44% | 6.98 | 4 |
| 10.09 → 20.10 | Short | 100.0% | +8.41% | 6.99 | 4 |
| 12.09 → 21.10 | Short | 100.0% | +8.35% | 6.92 | 4 |
| 12.09 → 30.10 | Short | 100.0% | +8.34% | 6.21 | 4 |
| 10.09 → 21.10 | Short | 100.0% | +8.32% | 6.97 | 4 |
| 14.09 → 20.10 | Short | 100.0% | +8.32% | 8.11 | 4 |
| 10.09 → 30.10 | Short | 100.0% | +8.31% | 6.36 | 4 |
| 12.09 → 29.10 | Short | 100.0% | +8.30% | 6.56 | 4 |