United States
Over 2017 to 2025 (9 years of data), VRTXUSUSD has tended to move long between 11.10 and 08.11, closing higher in 87.5% of those years for an average +3.89% move and an annualized Sharpe of 1.48.
Best window
11.10 - 08.11
Direction
Long
Win rate
87.5%
Avg return
+3.89%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.11 | Long | 87.5% | +3.89% | 1.48 | 8 |
| 11.10 → 09.11 | Long | 87.5% | +3.29% | 1.24 | 8 |
| 11.10 → 07.11 | Long | 87.5% |
| +2.85% |
| 1.18 |
| 8 |
| 07.10 → 13.10 | Long | 87.5% | +1.97% | 4.45 | 8 |
| 11.10 → 17.10 | Long | 87.5% | +0.52% | 0.53 | 8 |
| 10.10 → 17.10 | Long | 87.5% | +0.51% | 0.47 | 8 |
| 11.10 → 21.10 | Long | 87.5% | +0.00% | 0.00 | 8 |
| 11.10 → 16.10 | Long | 87.5% | -0.28% | -0.31 | 8 |