United States
Over 2018 to 2025 (8 years of data), VMCUSUSD has tended to move short between 09.10 and 13.10, closing higher in 85.7% of those years for an average +2.77% move and an annualized Sharpe of 8.52.
Best window
09.10 - 13.10
Direction
Short
Win rate
85.7%
Avg return
+2.77%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 13.10 | Short | 85.7% | +2.77% | 8.52 | 7 |
| 11.10 → 20.10 | Short | 85.7% | +2.77% | 3.29 | 7 |
| 11.10 → 19.10 | Short | 85.7% |
| +2.45% |
| 4.17 |
| 7 |
| 11.10 → 22.10 | Short | 85.7% | +2.42% | 2.68 | 7 |
| 11.10 → 24.10 | Short | 85.7% | +2.28% | 2.02 | 7 |
| 11.10 → 21.10 | Short | 85.7% | +2.27% | 2.67 | 7 |
| 09.10 → 12.10 | Short | 85.7% | +2.24% | 10.05 | 7 |
| 10.10 → 13.10 | Short | 85.7% | +2.18% | 9.03 | 7 |