United States ETFs
Over 2017 to 2025 (9 years of data), EEMUSUSD has tended to move long between 11.10 and 07.11, closing higher in 100.0% of those years for an average +3.11% move and an annualized Sharpe of 4.99.
Best window
11.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+3.11%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 100.0% | +3.11% | 4.99 | 9 |
| 09.10 → 07.11 | Long | 100.0% | +2.92% | 4.08 | 9 |
| 11.10 → 16.11 | Long | 88.9% |
| +3.09% |
| 2.59 |
| 9 |
| 08.10 → 07.11 | Long | 88.9% | +3.06% | 3.90 | 9 |
| 08.10 → 16.11 | Long | 88.9% | +3.05% | 2.26 | 9 |
| 08.10 → 15.11 | Long | 88.9% | +3.01% | 1.93 | 9 |
| 06.10 → 05.12 | Long | 88.9% | +2.99% | 1.37 | 9 |
| 06.10 → 02.12 | Long | 88.9% | +2.97% | 1.44 | 9 |