United States ETFs
Over 2017 to 2025 (9 years of data), DIAUSUSD has tended to move long between 11.10 and 08.11, closing higher in 100.0% of those years for an average +4.27% move and an annualized Sharpe of 4.29.
Best window
11.10 - 08.11
Direction
Long
Win rate
100.0%
Avg return
+4.27%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.11 | Long | 100.0% | +4.27% | 4.29 | 9 |
| 11.10 → 07.11 | Long | 100.0% | +3.97% | 4.45 | 9 |
| 11.10 → 09.11 | Long | 100.0% |
| +3.89% |
| 4.50 |
| 9 |
| 11.10 → 02.12 | Long | 88.9% | +5.74% | 3.05 | 9 |
| 05.10 → 02.12 | Long | 88.9% | +5.68% | 2.91 | 9 |
| 11.10 → 10.12 | Long | 88.9% | +5.64% | 2.72 | 9 |
| 11.10 → 04.12 | Long | 88.9% | +5.63% | 3.09 | 9 |
| 05.10 → 04.12 | Long | 88.9% | +5.59% | 2.69 | 9 |