Over 2018 to 2025 (8 years of data), VMCUSUSD has tended to move short between 17.08 and 08.09, closing higher in 100.0% of those years for an average +3.27% move and an annualized Sharpe of 7.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 08.09 | Short | 100.0% | +3.27% | 7.16 | 6 |
| 17.08 → 09.09 | Short | 100.0% | +3.24% | 6.41 | 6 |
| 17.08 → 10.09 | Short | 100.0% | +2.90% | 7.31 | 6 |
| 12.08 → 08.09 | Short | 83.3% | +4.14% | 4.04 | 6 |
| 12.08 → 09.09 | Short | 83.3% | +4.10% | 3.79 | 6 |
| 12.08 → 10.09 | Short | 83.3% | +3.78% | 3.86 | 6 |
| 13.08 → 08.09 | Short | 83.3% | +3.73% | 4.33 | 6 |
| 13.08 → 09.09 | Short | 83.3% | +3.70% | 4.12 | 6 |