United States ETFs
Over 2022 to 2026 (5 years of data), BTFUSUSD has tended to move long between 11.10 and 26.10, closing higher in 100.0% of those years for an average +10.86% move and an annualized Sharpe of 6.27.
Best window
11.10 - 26.10
Direction
Long
Win rate
100.0%
Avg return
+10.86%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 26.10 | Long | 100.0% | +10.86% | 6.27 | 4 |
| 11.10 → 27.10 | Long | 100.0% | +10.35% | 6.18 | 4 |
| 11.10 → 25.10 | Long | 100.0% |
| +10.24% |
| 5.13 |
| 4 |
| 05.10 → 10.10 | Short | 100.0% | +5.03% | 19.37 | 4 |
| 07.10 → 10.10 | Short | 100.0% | +4.76% | 12.47 | 4 |
| 06.10 → 10.10 | Short | 100.0% | +4.67% | 15.04 | 4 |
| 05.10 → 11.10 | Short | 100.0% | +4.00% | 13.97 | 4 |
| 07.10 → 11.10 | Short | 100.0% | +3.78% | 11.34 | 4 |