Over 2022 to 2025 (4 years of data), VSTUSUSD has tended to move long between 17.07 and 14.09, closing higher in 100.0% of those years for an average +15.65% move and an annualized Sharpe of 5.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 14.09 | Long | 100.0% | +15.65% | 5.86 | 4 |
| 17.07 → 15.09 | Long | 100.0% | +15.50% | 5.92 | 4 |
| 17.07 → 13.09 | Long | 100.0% | +14.26% | 4.27 | 4 |
| 16.07 → 14.09 | Long | 100.0% | +13.39% | 4.08 | 4 |
| 17.07 → 01.09 | Long | 100.0% | +9.57% | 3.67 | 4 |
| 17.07 → 02.09 | Long | 100.0% | +9.06% | 3.23 | 4 |
| 17.07 → 31.08 | Long | 100.0% | +9.04% | 3.78 | 4 |
| 17.07 → 25.08 | Long | 100.0% | +8.68% | 4.82 | 4 |