United States
Over 2017 to 2025 (9 years of data), VZUSUSD has tended to move long between 12.10 and 30.11, closing higher in 88.9% of those years for an average +6.89% move and an annualized Sharpe of 2.43.
Best window
12.10 - 30.11
Direction
Long
Win rate
88.9%
Avg return
+6.89%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 30.11 | Long | 88.9% | +6.89% | 2.43 | 9 |
| 12.10 → 02.12 | Long | 88.9% | +6.53% | 2.36 | 9 |
| 12.10 → 29.11 | Long | 88.9% |
| +6.44% |
| 2.70 |
| 9 |
| 12.10 → 03.12 | Long | 88.9% | +6.43% | 2.35 | 9 |
| 12.10 → 28.11 | Long | 88.9% | +6.37% | 2.92 | 9 |
| 12.10 → 01.12 | Long | 88.9% | +6.33% | 2.15 | 9 |
| 12.10 → 27.11 | Long | 88.9% | +6.12% | 2.87 | 9 |
| 11.10 → 30.11 | Long | 88.9% | +6.02% | 2.14 | 9 |