Over 2017 to 2025 (9 years of data), VNQUSUSD has tended to move long between 07.07 and 05.09, closing higher in 87.5% of those years for an average +4.33% move and an annualized Sharpe of 2.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 05.09 | Long | 87.5% | +4.33% | 2.20 | 8 |
| 07.07 → 31.08 | Long | 87.5% | +4.29% | 2.43 | 8 |
| 07.07 → 28.08 | Long | 87.5% | +4.18% | 2.81 | 8 |
| 07.07 → 30.08 | Long | 87.5% | +4.18% | 2.46 | 8 |
| 07.07 → 29.08 | Long | 87.5% | +4.08% | 2.71 | 8 |
| 08.07 → 05.09 | Long | 87.5% | +4.07% | 2.20 | 8 |
| 08.07 → 31.08 | Long | 87.5% | +4.04% | 2.44 | 8 |
| 07.07 → 27.08 | Long | 87.5% | +3.96% | 2.47 | 8 |