United States
Over 2017 to 2025 (9 years of data), VUSUSD has tended to move long between 11.10 and 15.10, closing higher in 88.9% of those years for an average +0.87% move and an annualized Sharpe of 4.72.
Best window
11.10 - 15.10
Direction
Long
Win rate
88.9%
Avg return
+0.87%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.10 | Long | 88.9% | +0.87% | 4.72 | 9 |
| 11.10 → 10.12 | Long | 77.8% | +4.39% | 1.40 | 9 |
| 11.10 → 01.12 | Long | 77.8% |
| +4.37% |
| 1.14 |
| 9 |
| 11.10 → 28.11 | Long | 77.8% | +4.27% | 1.37 | 9 |
| 11.10 → 30.11 | Long | 77.8% | +4.19% | 1.18 | 9 |
| 11.10 → 08.11 | Long | 77.8% | +4.18% | 2.79 | 9 |
| 11.10 → 16.11 | Long | 77.8% | +4.04% | 1.84 | 9 |
| 11.10 → 25.11 | Long | 77.8% | +4.00% | 1.40 | 9 |