Over 2015 to 2025 (11 years of data), VNADEEUR has tended to move long between 08.07 and 10.08, closing higher in 100.0% of those years for an average +6.60% move and an annualized Sharpe of 3.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 10.08 | Long | 100.0% | +6.60% | 3.59 | 11 |
| 11.07 → 15.08 | Long | 100.0% | +6.26% | 3.62 | 11 |
| 11.07 → 14.08 | Long | 100.0% | +5.82% | 3.46 | 11 |
| 11.07 → 16.08 | Long | 100.0% | +5.37% | 4.14 | 11 |
| 11.07 → 10.08 | Long | 100.0% | +5.27% | 3.47 | 11 |
| 13.07 → 15.08 | Long | 100.0% | +5.10% | 3.36 | 11 |
| 13.07 → 13.08 | Long | 100.0% | +5.00% | 3.41 | 11 |
| 12.07 → 15.08 | Long | 100.0% | +4.93% | 3.23 | 11 |