Over 2022 to 2025 (4 years of data), VIRTUSUSD has tended to move long between 24.07 and 26.08, closing higher in 100.0% of those years for an average +5.73% move and an annualized Sharpe of 9.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 26.08 | Long | 100.0% | +5.73% | 9.10 | 3 |
| 23.07 → 27.08 | Long | 100.0% | +3.82% | 5.91 | 4 |
| 23.07 → 26.08 | Long | 100.0% | +3.80% | 8.51 | 4 |
| 26.07 → 14.08 | Long | 75.0% | +5.53% | 3.33 | 4 |
| 26.07 → 17.08 | Long | 75.0% | +5.52% | 2.92 | 4 |
| 22.07 → 20.09 | Short | 75.0% | +5.36% | 1.45 | 4 |
| 27.07 → 14.08 | Long | 75.0% | +5.07% | 3.10 | 4 |
| 26.07 → 16.08 | Long | 75.0% | +5.05% | 2.70 | 4 |