Over 2017 to 2025 (9 years of data), VZUSUSD has tended to move short between 21.08 and 14.10, closing higher in 75.0% of those years for an average +3.96% move and an annualized Sharpe of 1.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 14.10 | Short | 75.0% | +3.96% | 1.42 | 8 |
| 22.08 → 14.10 | Short | 75.0% | +3.96% | 1.45 | 8 |
| 17.08 → 14.10 | Short | 75.0% | +3.88% | 1.24 | 8 |
| 20.08 → 14.10 | Short | 75.0% | +3.85% | 1.37 | 8 |
| 18.08 → 14.10 | Short | 75.0% | +3.77% | 1.30 | 8 |
| 19.08 → 14.10 | Short | 75.0% | +3.77% | 1.35 | 8 |
| 21.08 → 16.10 | Short | 75.0% | +3.48% | 1.20 | 8 |
| 22.08 → 16.10 | Short | 75.0% | +3.48% | 1.23 | 8 |