Over 2017 to 2025 (9 years of data), VZUSUSD has tended to move short between 08.07 and 22.07, closing higher in 75.0% of those years for an average +3.06% move and an annualized Sharpe of 3.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 22.07 | Short | 75.0% | +3.06% | 3.78 | 8 |
| 07.07 → 05.08 | Short | 75.0% | +2.91% | 2.08 | 8 |
| 08.07 → 05.08 | Short | 75.0% | +2.71% | 1.96 | 8 |
| 09.07 → 05.08 | Short | 75.0% | +2.42% | 1.68 | 8 |
| 07.07 → 04.08 | Short | 75.0% | +2.38% | 1.68 | 8 |
| 08.07 → 06.08 | Short | 75.0% | +2.36% | 1.62 | 8 |
| 12.07 → 22.07 | Short | 75.0% | +2.33% | 3.20 | 8 |
| 08.07 → 03.08 | Short | 75.0% | +2.29% | 1.67 | 8 |