

Over 2022 to 2025 (4 years of data), VOLIDXUSD has tended to move long between 16.08 and 03.10, closing higher in 100.0% of those years for an average +20.49% move and an annualized Sharpe of 4.67.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.061 |
| 3 | 100.0009 |
| 4 | 99.9533 |
| 5 | 99.8894 |
| 6 | 99.7939 |
| 7 | 99.9699 |
| 8 | 99.9267 |
| 9 | 99.9319 |
| 10 | 99.8894 |
| 11 | 99.8417 |
| 12 | 99.7298 |
| 13 | 99.5576 |
| 14 | 99.7711 |
| 15 | 99.4832 |
| 16 | 99.7358 |
| 17 | 99.8239 |
| 18 | 99.7991 |
| 19 | 99.9826 |
| 20 | 99.7611 |
| 21 | 99.6712 |
| 22 | 99.6751 |
| 23 | 99.5218 |
| 24 | 99.5181 |
| 25 | 99.5338 |
| 26 | 99.5563 |
| 27 | 99.5988 |
| 28 | 99.5261 |
| 29 | 99.5358 |
| 30 | 99.5666 |
| 31 | 99.7018 |
| 32 | 99.4985 |
| 33 | 99.9468 |
| 34 | 99.642 |
| 35 | 99.6779 |
| 36 | 99.478 |
| 37 | 99.4138 |
| 38 | 99.4428 |
| 39 | 99.5044 |
| 40 | 99.5692 |
| 41 | 99.5247 |
| 42 | 99.5251 |
| 43 | 99.8043 |
| 44 | 99.899 |
| 45 | 99.6795 |
| 46 | 99.6158 |
| 47 | 99.9288 |
| 48 | 99.9422 |
| 49 | 99.9301 |
| 50 | 99.9333 |
| 51 | 100.0052 |
| 52 | 100.2643 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 03.10 | Long | 100.0% | +20.49% | 4.67 | 3 |
| 19.08 → 03.10 | Long | 100.0% | +20.41% | 4.62 | 3 |
| 17.08 → 03.10 | Long | 100.0% | +20.16% | 4.63 | 3 |
| 18.08 → 03.10 | Long | 100.0% | +18.33% | 3.70 | 3 |
| 19.08 → 17.10 | Long | 100.0% | +16.86% | 2.88 | 4 |
| 16.08 → 04.10 | Long | 100.0% | +16.78% | 3.81 | 3 |
| 19.08 → 04.10 | Long | 100.0% |
| 53 |
|---|
| 100.1582 |
| 54 | 99.938 |
|---|
| 55 | 100.1068 |
|---|
| 56 | 100.074 |
|---|
| 57 | 100.0194 |
|---|
| 58 | 100.0188 |
|---|
| 59 | 100.0156 |
|---|
| 60 | 99.9579 |
|---|
| 61 | 99.857 |
|---|
| 62 | 99.9826 |
|---|
| 63 | 99.9877 |
|---|
| 64 | 99.9887 |
|---|
| 65 | 100.2874 |
|---|
| 66 | 100.2825 |
|---|
| 67 | 100.189 |
|---|
| 68 | 100.6722 |
|---|
| 69 | 101.2337 |
|---|
| 70 | 101.1272 |
|---|
| 71 | 100.8574 |
|---|
| 72 | 100.9906 |
|---|
| 73 | 100.5471 |
|---|
| 74 | 100.9104 |
|---|
| 75 | 100.5806 |
|---|
| 76 | 100.6911 |
|---|
| 77 | 100.7729 |
|---|
| 78 | 100.7368 |
|---|
| 79 | 100.5285 |
|---|
| 80 | 100.322 |
|---|
| 81 | 100.3907 |
|---|
| 82 | 100.3904 |
|---|
| 83 | 100.2163 |
|---|
| 84 | 100.2024 |
|---|
| 85 | 100.2633 |
|---|
| 86 | 100.1776 |
|---|
| 87 | 100.327 |
|---|
| 88 | 100.3034 |
|---|
| 89 | 100.391 |
|---|
| 90 | 100.2732 |
|---|
| 91 | 100.2197 |
|---|
| 92 | 100.6757 |
|---|
| 93 | 100.8636 |
|---|
| 94 | 101.4639 |
|---|
| 95 | 101.6439 |
|---|
| 96 | 101.8806 |
|---|
| 97 | 101.5006 |
|---|
| 98 | 102.0675 |
|---|
| 99 | 101.0823 |
|---|
| 100 | 101.7007 |
|---|
| 101 | 101.5765 |
|---|
| 102 | 101.5247 |
|---|
| 103 | 101.6214 |
|---|
| 104 | 100.9121 |
|---|
| 105 | 100.9166 |
|---|
| 106 | 101.1817 |
|---|
| 107 | 101.1794 |
|---|
| 108 | 101.1386 |
|---|
| 109 | 101.2118 |
|---|
| 110 | 101.3214 |
|---|
| 111 | 101.3648 |
|---|
| 112 | 101.0432 |
|---|
| 113 | 100.891 |
|---|
| 114 | 100.6792 |
|---|
| 115 | 100.8146 |
|---|
| 116 | 100.7029 |
|---|
| 117 | 100.5954 |
|---|
| 118 | 100.4449 |
|---|
| 119 | 100.4277 |
|---|
| 120 | 100.4025 |
|---|
| 121 | 100.5526 |
|---|
| 122 | 100.4412 |
|---|
| 123 | 100.5093 |
|---|
| 124 | 100.5331 |
|---|
| 125 | 100.368 |
|---|
| 126 | 100.405 |
|---|
| 127 | 100.3271 |
|---|
| 128 | 100.1586 |
|---|
| 129 | 100.1051 |
|---|
| 130 | 100.0227 |
|---|
| 131 | 99.8659 |
|---|
| 132 | 99.5532 |
|---|
| 133 | 99.5157 |
|---|
| 134 | 99.6166 |
|---|
| 135 | 99.6903 |
|---|
| 136 | 99.5744 |
|---|
| 137 | 99.5064 |
|---|
| 138 | 99.4477 |
|---|
| 139 | 99.6554 |
|---|
| 140 | 99.6234 |
|---|
| 141 | 100.0398 |
|---|
| 142 | 99.8782 |
|---|
| 143 | 100.1559 |
|---|
| 144 | 100.2945 |
|---|
| 145 | 100.09 |
|---|
| 146 | 99.9287 |
|---|
| 147 | 99.7647 |
|---|
| 148 | 99.6419 |
|---|
| 149 | 99.8533 |
|---|
| 150 | 99.9453 |
|---|
| 151 | 99.8907 |
|---|
| 152 | 99.6661 |
|---|
| 153 | 99.4815 |
|---|
| 154 | 99.4047 |
|---|
| 155 | 99.4268 |
|---|
| 156 | 99.3916 |
|---|
| 157 | 99.0415 |
|---|
| 158 | 99.0354 |
|---|
| 159 | 98.9203 |
|---|
| 160 | 98.8976 |
|---|
| 161 | 98.8928 |
|---|
| 162 | 98.9265 |
|---|
| 163 | 99.0661 |
|---|
| 164 | 99.1669 |
|---|
| 165 | 99.3438 |
|---|
| 166 | 99.4511 |
|---|
| 167 | 99.4198 |
|---|
| 168 | 99.7344 |
|---|
| 169 | 99.667 |
|---|
| 170 | 99.7042 |
|---|
| 171 | 99.6853 |
|---|
| 172 | 99.7231 |
|---|
| 173 | 99.6534 |
|---|
| 174 | 99.4989 |
|---|
| 175 | 99.4012 |
|---|
| 176 | 99.368 |
|---|
| 177 | 99.3037 |
|---|
| 178 | 99.2052 |
|---|
| 179 | 99.087 |
|---|
| 180 | 99.1237 |
|---|
| 181 | 99.1124 |
|---|
| 182 | 99.0959 |
|---|
| 183 | 98.9613 |
|---|
| 184 | 98.8779 |
|---|
| 185 | 98.8779 |
|---|
| 186 | 98.945 |
|---|
| 187 | 99.1683 |
|---|
| 188 | 99.0953 |
|---|
| 189 | 98.9785 |
|---|
| 190 | 98.8676 |
|---|
| 191 | 98.7679 |
|---|
| 192 | 98.7591 |
|---|
| 193 | 98.5875 |
|---|
| 194 | 98.5817 |
|---|
| 195 | 98.758 |
|---|
| 196 | 98.7708 |
|---|
| 197 | 99.0445 |
|---|
| 198 | 99.3421 |
|---|
| 199 | 99.342 |
|---|
| 200 | 99.5322 |
|---|
| 201 | 99.4876 |
|---|
| 202 | 99.4654 |
|---|
| 203 | 99.49 |
|---|
| 204 | 99.29 |
|---|
| 205 | 99.2405 |
|---|
| 206 | 99.5155 |
|---|
| 207 | 99.4427 |
|---|
| 208 | 99.355 |
|---|
| 209 | 99.2386 |
|---|
| 210 | 99.2849 |
|---|
| 211 | 99.2473 |
|---|
| 212 | 99.3738 |
|---|
| 213 | 99.6189 |
|---|
| 214 | 100.0878 |
|---|
| 215 | 100.6467 |
|---|
| 216 | 100.4953 |
|---|
| 217 | 100.7097 |
|---|
| 218 | 101.0416 |
|---|
| 219 | 100.5938 |
|---|
| 220 | 100.6215 |
|---|
| 221 | 100.2249 |
|---|
| 222 | 99.8234 |
|---|
| 223 | 99.7429 |
|---|
| 224 | 99.5556 |
|---|
| 225 | 99.5172 |
|---|
| 226 | 99.5201 |
|---|
| 227 | 99.4815 |
|---|
| 228 | 99.3224 |
|---|
| 229 | 99.4437 |
|---|
| 230 | 99.2959 |
|---|
| 231 | 99.8017 |
|---|
| 232 | 99.7771 |
|---|
| 233 | 99.8689 |
|---|
| 234 | 99.6574 |
|---|
| 235 | 99.6345 |
|---|
| 236 | 99.6161 |
|---|
| 237 | 99.5124 |
|---|
| 238 | 99.4719 |
|---|
| 239 | 99.5515 |
|---|
| 240 | 99.3136 |
|---|
| 241 | 99.4578 |
|---|
| 242 | 99.2239 |
|---|
| 243 | 99.0754 |
|---|
| 244 | 99.07 |
|---|
| 245 | 99.1348 |
|---|
| 246 | 99.131 |
|---|
| 247 | 99.5383 |
|---|
| 248 | 99.6855 |
|---|
| 249 | 99.6224 |
|---|
| 250 | 99.7993 |
|---|
| 251 | 99.6946 |
|---|
| 252 | 99.6501 |
|---|
| 253 | 99.4291 |
|---|
| 254 | 99.2775 |
|---|
| 255 | 99.1591 |
|---|
| 256 | 98.9386 |
|---|
| 257 | 98.82 |
|---|
| 258 | 99.3386 |
|---|
| 259 | 99.3509 |
|---|
| 260 | 99.5297 |
|---|
| 261 | 99.5401 |
|---|
| 262 | 99.7601 |
|---|
| 263 | 99.7874 |
|---|
| 264 | 99.9898 |
|---|
| 265 | 100.0077 |
|---|
| 266 | 100.0285 |
|---|
| 267 | 99.9947 |
|---|
| 268 | 100.0516 |
|---|
| 269 | 100.1598 |
|---|
| 270 | 100.0854 |
|---|
| 271 | 100.0895 |
|---|
| 272 | 100.19 |
|---|
| 273 | 100.1516 |
|---|
| 274 | 100.0167 |
|---|
| 275 | 100.3512 |
|---|
| 276 | 100.5468 |
|---|
| 277 | 100.5299 |
|---|
| 278 | 100.3881 |
|---|
| 279 | 100.4696 |
|---|
| 280 | 100.6431 |
|---|
| 281 | 101.0129 |
|---|
| 282 | 100.7093 |
|---|
| 283 | 100.9856 |
|---|
| 284 | 100.984 |
|---|
| 285 | 100.9634 |
|---|
| 286 | 101.0134 |
|---|
| 287 | 101.247 |
|---|
| 288 | 100.9387 |
|---|
| 289 | 101.1534 |
|---|
| 290 | 100.9143 |
|---|
| 291 | 100.8565 |
|---|
| 292 | 101 |
|---|
| 293 | 100.7941 |
|---|
| 294 | 100.7422 |
|---|
| 295 | 100.7598 |
|---|
| 296 | 100.5953 |
|---|
| 297 | 100.5711 |
|---|
| 298 | 100.662 |
|---|
| 299 | 100.492 |
|---|
| 300 | 100.6438 |
|---|
| 301 | 100.4867 |
|---|
| 302 | 100.4853 |
|---|
| 303 | 100.2837 |
|---|
| 304 | 100.2282 |
|---|
| 305 | 100.2347 |
|---|
| 306 | 100.127 |
|---|
| 307 | 100.0166 |
|---|
| 308 | 100.0903 |
|---|
| 309 | 99.8341 |
|---|
| 310 | 99.7438 |
|---|
| 311 | 99.3542 |
|---|
| 312 | 99.3326 |
|---|
| 313 | 99.4184 |
|---|
| 314 | 98.9413 |
|---|
| 315 | 98.8172 |
|---|
| 316 | 98.9285 |
|---|
| 317 | 99.0772 |
|---|
| 318 | 99.1536 |
|---|
| 319 | 99.1849 |
|---|
| 320 | 99.3097 |
|---|
| 321 | 99.4152 |
|---|
| 322 | 99.4372 |
|---|
| 323 | 99.2233 |
|---|
| 324 | 99.5098 |
|---|
| 325 | 99.3425 |
|---|
| 326 | 99.2954 |
|---|
| 327 | 99.0605 |
|---|
| 328 | 98.794 |
|---|
| 329 | 98.6869 |
|---|
| 330 | 98.5966 |
|---|
| 331 | 98.5509 |
|---|
| 332 | 98.5495 |
|---|
| 333 | 98.5327 |
|---|
| 334 | 98.3313 |
|---|
| 335 | 98.3062 |
|---|
| 336 | 98.1943 |
|---|
| 337 | 98.1468 |
|---|
| 338 | 98.1163 |
|---|
| 339 | 98.0749 |
|---|
| 340 | 98.1798 |
|---|
| 341 | 98.2069 |
|---|
| 342 | 98.1061 |
|---|
| 343 | 98.2013 |
|---|
| 344 | 98.1305 |
|---|
| 345 | 97.9651 |
|---|
| 346 | 97.8711 |
|---|
| 347 | 97.6642 |
|---|
| 348 | 97.6176 |
|---|
| 349 | 98.1348 |
|---|
| 350 | 98.1416 |
|---|
| 351 | 98.4858 |
|---|
| 352 | 98.8691 |
|---|
| 353 | 99.2865 |
|---|
| 354 | 99.5921 |
|---|
| 355 | 99.0626 |
|---|
| 356 | 99.1034 |
|---|
| 357 | 98.9716 |
|---|
| 358 | 98.8505 |
|---|
| 359 | 98.7154 |
|---|
| 360 | 98.5753 |
|---|
| 361 | 98.5031 |
|---|
| 362 | 98.6273 |
|---|
| 363 | 98.5921 |
|---|
| 364 | 98.5603 |
|---|
| 365 | 98.6621 |
|---|
| 366 | 98.6565 |
|---|
| +16.74% |
| 3.68 |
| 3 |
| 17.08 → 04.10 | Long | 100.0% | +16.47% | 3.76 | 3 |