Over 2022 to 2025 (4 years of data), VOLIDXUSD has tended to move long between 13.07 and 05.08, closing higher in 100.0% of those years for an average +47.20% move and an annualized Sharpe of 3.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 05.08 | Long | 100.0% | +47.20% | 3.57 | 3 |
| 12.07 → 05.08 | Long | 100.0% | +46.31% | 3.54 | 3 |
| 10.07 → 05.08 | Long | 100.0% | +44.18% | 3.15 | 3 |
| 11.07 → 05.08 | Long | 100.0% | +43.94% | 3.18 | 3 |
| 09.07 → 05.08 | Long | 100.0% | +42.08% | 2.94 | 3 |
| 13.07 → 06.08 | Long | 100.0% | +36.56% | 3.40 | 3 |
| 13.07 → 04.08 | Long | 100.0% | +36.55% | 4.46 | 3 |
| 12.07 → 04.08 | Long | 100.0% | +35.87% | 4.47 | 3 |