Over 2022 to 2025 (4 years of data), VOYAUSUSD has tended to move long between 09.07 and 11.08, closing higher in 50.0% of those years for an average +3.08% move and an annualized Sharpe of 2.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 11.08 | Long | 50.0% | +3.08% | 2.43 | 4 |
| 09.07 → 12.08 | Long | 50.0% | +3.08% | 2.40 | 4 |
| 10.07 → 11.08 | Long | 50.0% | +3.05% | 2.17 | 4 |
| 10.07 → 12.08 | Long | 50.0% | +3.05% | 2.14 | 4 |
| 08.07 → 11.08 | Long | 50.0% | +3.03% | 2.35 | 4 |
| 08.07 → 12.08 | Long | 50.0% | +3.03% | 2.31 | 4 |
| 09.07 → 13.08 | Long | 50.0% | +3.01% | 2.30 | 4 |
| 10.07 → 13.08 | Long | 50.0% | +2.97% | 2.04 | 4 |