United States
Over 2022 to 2025 (4 years of data), VOYAUSUSD has tended to move short between 10.10 and 17.11, closing higher in 100.0% of those years for an average +3.78% move and an annualized Sharpe of 3.47.
Best window
10.10 - 17.11
Direction
Short
Win rate
100.0%
Avg return
+3.78%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 17.11 | Short | 100.0% | +3.78% | 3.47 | 3 |
| 10.10 → 07.12 | Short | 100.0% | +3.76% | 3.47 | 3 |
| 10.10 → 16.11 | Short | 100.0% |
| +3.43% |
| 3.07 |
| 3 |
| 10.10 → 08.12 | Short | 100.0% | +3.37% | 3.11 | 3 |
| 10.10 → 15.11 | Short | 100.0% | +3.33% | 2.98 | 3 |
| 10.10 → 20.11 | Short | 100.0% | +3.17% | 2.46 | 3 |
| 10.10 → 09.12 | Short | 100.0% | +3.07% | 3.74 | 3 |
| 10.10 → 21.11 | Short | 100.0% | +2.88% | 2.47 | 3 |