United States
Over 2017 to 2025 (9 years of data), VLOUSUSD has tended to move long between 08.10 and 16.11, closing higher in 77.8% of those years for an average +6.33% move and an annualized Sharpe of 1.19.
Best window
08.10 - 16.11
Direction
Long
Win rate
77.8%
Avg return
+6.33%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 16.11 | Long | 77.8% | +6.33% | 1.19 | 9 |
| 05.10 → 16.11 | Long | 77.8% | +6.25% | 1.09 | 9 |
| 06.10 → 16.11 | Long | 77.8% |
| +5.90% |
| 1.14 |
| 9 |
| 10.10 → 15.11 | Long | 77.8% | +5.75% | 1.14 | 9 |
| 07.10 → 16.11 | Long | 77.8% | +5.38% | 1.05 | 9 |
| 06.10 → 17.11 | Long | 77.8% | +5.03% | 0.95 | 9 |
| 06.10 → 18.11 | Long | 77.8% | +4.57% | 0.88 | 9 |
| 05.10 → 23.10 | Long | 75.0% | +1.96% | 0.83 | 8 |