Over 2022 to 2025 (4 years of data), VIRTUSUSD has tended to move long between 09.07 and 25.08, closing higher in 100.0% of those years for an average +13.57% move and an annualized Sharpe of 2.49.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 25.08 | Long | 100.0% | +13.57% | 2.49 | 4 |
| 08.07 → 26.08 | Long | 100.0% | +13.14% | 2.38 | 4 |
| 08.07 → 25.08 | Long | 100.0% | +12.74% | 2.55 | 4 |
| 09.07 → 03.08 | Long | 100.0% | +12.14% | 4.75 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +11.83% | 4.99 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +11.67% | 4.75 | 4 |
| 10.07 → 29.07 | Long | 100.0% | +11.45% | 5.41 | 4 |
| 08.07 → 03.08 | Long | 100.0% | +11.37% | 5.06 | 4 |