Over 2017 to 2025 (9 years of data), VUSUSD has tended to move long between 12.07 and 29.08, closing higher in 88.9% of those years for an average +3.17% move and an annualized Sharpe of 2.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 29.08 | Long | 88.9% | +3.17% | 2.04 | 9 |
| 12.07 → 28.08 | Long | 88.9% | +3.07% | 2.05 | 9 |
| 10.07 → 23.07 | Long | 88.9% | +2.91% | 8.07 | 9 |
| 08.07 → 23.07 | Long | 88.9% | +2.88% | 5.41 | 9 |
| 10.07 → 22.07 | Long | 88.9% | +2.85% | 7.85 | 9 |
| 08.07 → 22.07 | Long | 88.9% | +2.80% | 6.60 | 9 |
| 13.07 → 28.08 | Long | 88.9% | +2.74% | 1.74 | 9 |
| 08.07 → 25.07 | Long | 88.9% | +2.51% | 3.00 | 9 |