United States ETFs
Over 2017 to 2025 (9 years of data), VXXUSUSD has tended to move short between 11.10 and 08.11, closing higher in 100.0% of those years for an average +13.05% move and an annualized Sharpe of 8.55.
Best window
11.10 - 08.11
Direction
Short
Win rate
100.0%
Avg return
+13.05%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.11 | Short | 100.0% | +13.05% | 8.55 | 9 |
| 11.10 → 07.11 | Short | 100.0% | +12.27% | 7.47 | 9 |
| 12.10 → 08.11 | Short | 100.0% |
| +12.12% |
| 8.56 |
| 9 |
| 11.10 → 09.11 | Short | 100.0% | +11.82% | 6.72 | 9 |
| 12.10 → 07.11 | Short | 100.0% | +11.33% | 7.34 | 9 |
| 12.10 → 09.11 | Short | 100.0% | +10.88% | 6.62 | 9 |
| 11.10 → 10.12 | Short | 88.9% | +18.06% | 3.23 | 9 |
| 11.10 → 28.11 | Short | 88.9% | +17.77% | 5.04 | 9 |