Over 2017 to 2025 (9 years of data), VRTXUSUSD has tended to move short between 26.08 and 24.09, closing higher in 87.5% of those years for an average +3.06% move and an annualized Sharpe of 3.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 24.09 | Short | 87.5% | +3.06% | 3.60 | 8 |
| 23.08 → 24.09 | Short | 87.5% | +2.93% | 3.67 | 8 |
| 22.08 → 10.09 | Short | 87.5% | +2.74% | 4.14 | 8 |
| 26.08 → 25.09 | Short | 87.5% | +2.73% | 2.93 | 8 |
| 23.08 → 25.09 | Short | 87.5% | +2.60% | 3.01 | 8 |
| 27.08 → 24.09 | Short | 87.5% | +2.48% | 3.16 | 8 |
| 26.08 → 26.09 | Short | 87.5% | +2.42% | 2.11 | 8 |
| 26.08 → 23.09 | Short | 87.5% | +2.37% | 3.15 | 8 |