Over 2018 to 2025 (8 years of data), VMCUSUSD has tended to move short between 23.08 and 08.09, closing higher in 83.3% of those years for an average +2.11% move and an annualized Sharpe of 4.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 08.09 | Short | 83.3% | +2.11% | 4.75 | 6 |
| 23.08 → 09.09 | Short | 83.3% | +2.08% | 4.18 | 6 |
| 22.08 → 08.09 | Short | 83.3% | +1.90% | 4.07 | 6 |
| 22.08 → 09.09 | Short | 83.3% | +1.87% | 3.59 | 6 |
| 23.08 → 10.09 | Short | 83.3% | +1.74% | 3.95 | 6 |
| 22.08 → 10.09 | Short | 83.3% | +1.53% | 3.36 | 6 |
| 21.08 → 08.09 | Short | 83.3% | +1.50% | 3.24 | 6 |
| 21.08 → 09.09 | Short | 83.3% | +1.47% | 2.87 | 6 |