Over 2018 to 2025 (8 years of data), VMCUSUSD has tended to move long between 10.07 and 11.08, closing higher in 62.5% of those years for an average +4.67% move and an annualized Sharpe of 1.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 11.08 | Long | 62.5% | +4.67% | 1.62 | 8 |
| 12.07 → 11.08 | Long | 62.5% | +4.52% | 1.60 | 8 |
| 10.07 → 10.08 | Long | 62.5% | +4.45% | 1.64 | 8 |
| 10.07 → 12.08 | Long | 62.5% | +4.44% | 1.54 | 8 |
| 12.07 → 10.08 | Long | 62.5% | +4.30% | 1.62 | 8 |
| 12.07 → 12.08 | Long | 62.5% | +4.29% | 1.52 | 8 |
| 09.07 → 11.08 | Long | 62.5% | +4.26% | 1.42 | 8 |
| 10.07 → 13.08 | Long | 62.5% | +4.23% | 1.50 | 8 |