United States ETFs
Over 2017 to 2025 (9 years of data), EFAUSUSD has tended to move long between 12.10 and 10.12, closing higher in 77.8% of those years for an average +4.27% move and an annualized Sharpe of 1.47.
Best window
12.10 - 10.12
Direction
Long
Win rate
77.8%
Avg return
+4.27%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 10.12 | Long | 77.8% | +4.27% | 1.47 | 9 |
| 12.10 → 08.12 | Long | 77.8% | +4.19% | 1.52 | 9 |
| 09.10 → 08.12 | Long | 77.8% |
| +4.18% |
| 1.47 |
| 9 |
| 12.10 → 09.12 | Long | 77.8% | +4.16% | 1.48 | 9 |
| 11.10 → 10.12 | Long | 77.8% | +4.11% | 1.43 | 9 |
| 08.10 → 07.12 | Long | 77.8% | +4.08% | 1.46 | 9 |
| 12.10 → 07.12 | Long | 77.8% | +4.05% | 1.54 | 9 |
| 09.10 → 07.12 | Long | 77.8% | +4.03% | 1.49 | 9 |