Over 2022 to 2025 (4 years of data), VSTUSUSD has tended to move long between 08.07 and 12.07, closing higher in 100.0% of those years for an average +2.09% move and an annualized Sharpe of 16.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 12.07 | Long | 100.0% | +2.09% | 16.39 | 4 |
| 08.07 → 11.07 | Long | 100.0% | +2.02% | 22.48 | 4 |
| 07.07 → 12.07 | Long | 100.0% | +1.68% | 14.36 | 4 |
| 07.07 → 11.07 | Long | 100.0% | +1.60% | 20.64 | 4 |
| 13.07 → 11.09 | Long | 75.0% | +9.63% | 1.63 | 4 |
| 12.07 → 09.09 | Long | 75.0% | +8.07% | 1.20 | 4 |
| 11.07 → 09.09 | Long | 75.0% | +8.03% | 1.14 | 4 |
| 13.07 → 09.09 | Long | 75.0% | +7.94% | 1.18 | 4 |