United States
Over 2022 to 2025 (4 years of data), VIRTUSUSD has tended to move long between 08.10 and 04.12, closing higher in 100.0% of those years for an average +9.79% move and an annualized Sharpe of 4.19.
Best window
08.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+9.79%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 04.12 | Long | 100.0% | +9.79% | 4.19 | 4 |
| 08.10 → 03.12 | Long | 100.0% | +9.68% | 3.92 | 4 |
| 07.10 → 04.12 | Long | 100.0% |
| +9.42% |
| 4.03 |
| 4 |
| 07.10 → 03.12 | Long | 100.0% | +9.31% | 3.77 | 4 |
| 08.10 → 05.12 | Long | 100.0% | +9.23% | 4.69 | 4 |
| 09.10 → 04.12 | Long | 100.0% | +8.95% | 4.15 | 4 |
| 07.10 → 05.12 | Long | 100.0% | +8.86% | 4.50 | 4 |
| 09.10 → 03.12 | Long | 100.0% | +8.84% | 3.81 | 4 |