United States
Over 2022 to 2025 (4 years of data), VSTUSUSD has tended to move long between 11.10 and 16.10, closing higher in 100.0% of those years for an average +6.63% move and an annualized Sharpe of 9.28.
Best window
11.10 - 16.10
Direction
Long
Win rate
100.0%
Avg return
+6.63%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Long | 100.0% | +6.63% | 9.28 | 4 |
| 11.10 → 15.10 | Long | 100.0% | +5.12% | 13.11 | 4 |
| 11.10 → 29.10 | Long | 100.0% |
| +4.62% |
| 6.37 |
| 4 |
| 11.10 → 17.10 | Long | 100.0% | +3.91% | 9.88 | 4 |
| 11.10 → 26.10 | Long | 100.0% | +3.85% | 5.60 | 4 |
| 09.10 → 16.10 | Long | 100.0% | +3.27% | 8.46 | 4 |
| 11.10 → 25.10 | Long | 100.0% | +3.13% | 8.07 | 4 |
| 08.10 → 16.10 | Long | 100.0% | +3.05% | 12.19 | 4 |