Over 2022 to 2025 (4 years of data), VOYAUSUSD has tended to move long between 23.08 and 20.09, closing higher in 66.7% of those years for an average +5.26% move and an annualized Sharpe of 2.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 20.09 | Long | 66.7% | +5.26% | 2.56 | 3 |
| 24.08 → 20.09 | Long | 66.7% | +4.97% | 2.38 | 3 |
| 27.08 → 20.09 | Long | 66.7% | +4.92% | 2.45 | 3 |
| 28.08 → 20.09 | Long | 66.7% | +4.92% | 2.50 | 3 |
| 27.08 → 25.10 | Long | 66.7% | +4.79% | 1.46 | 3 |
| 28.08 → 25.10 | Long | 66.7% | +4.79% | 1.47 | 3 |
| 25.08 → 20.09 | Long | 66.7% | +4.45% | 2.06 | 3 |
| 24.08 → 21.09 | Long | 66.7% | +4.36% | 1.94 | 3 |