Over 2017 to 2025 (9 years of data), VLOUSUSD has tended to move long between 07.07 and 27.07, closing higher in 87.5% of those years for an average +3.82% move and an annualized Sharpe of 3.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 27.07 | Long | 87.5% | +3.82% | 3.45 | 8 |
| 07.07 → 28.07 | Long | 87.5% | +3.74% | 3.41 | 8 |
| 10.07 → 29.07 | Long | 75.0% | +5.04% | 2.36 | 8 |
| 10.07 → 27.07 | Long | 75.0% | +4.96% | 2.82 | 8 |
| 10.07 → 28.07 | Long | 75.0% | +4.85% | 2.84 | 8 |
| 10.07 → 30.07 | Long | 75.0% | +4.80% | 2.26 | 8 |
| 13.07 → 29.07 | Long | 75.0% | +4.73% | 2.92 | 8 |
| 09.07 → 29.07 | Long | 75.0% | +4.54% | 2.57 | 8 |