Over 2017 to 2025 (9 years of data), VRTXUSUSD has tended to move short between 13.07 and 09.09, closing higher in 87.5% of those years for an average +4.68% move and an annualized Sharpe of 2.00.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 09.09 | Short | 87.5% | +4.68% | 2.00 | 8 |
| 13.07 → 10.09 | Short | 87.5% | +4.48% | 1.88 | 8 |
| 13.07 → 08.09 | Short | 87.5% | +4.44% | 1.94 | 8 |
| 13.07 → 11.09 | Short | 87.5% | +4.39% | 1.81 | 8 |
| 12.07 → 06.08 | Short | 87.5% | +3.80% | 2.20 | 8 |
| 07.07 → 15.07 | Long | 87.5% | +2.42% | 9.41 | 8 |
| 07.07 → 16.07 | Long | 87.5% | +2.37% | 6.76 | 8 |
| 07.07 → 17.07 | Long | 87.5% | +2.17% | 5.61 | 8 |