Over 2022 to 2025 (4 years of data), VMWUSUSD has tended to move long between 09.07 and 24.08, closing higher in 50.0% of those years for an average +5.83% move and an annualized Sharpe of 2.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 24.08 | Long | 50.0% | +5.83% | 2.52 | 4 |
| 09.07 → 28.08 | Long | 50.0% | +5.83% | 1.99 | 4 |
| 10.07 → 24.08 | Long | 50.0% | +5.74% | 2.77 | 4 |
| 10.07 → 28.08 | Long | 50.0% | +5.71% | 2.27 | 4 |
| 08.07 → 24.08 | Long | 50.0% | +5.63% | 2.53 | 4 |
| 08.07 → 28.08 | Long | 50.0% | +5.63% | 1.99 | 4 |
| 09.07 → 20.08 | Long | 50.0% | +5.63% | 2.61 | 4 |
| 09.07 → 30.08 | Long | 50.0% | +5.59% | 1.75 | 4 |