United States ETFs
Over 2017 to 2025 (9 years of data), EMBUSUSD has tended to move long between 08.10 and 18.10, closing higher in 88.9% of those years for an average +0.42% move and an annualized Sharpe of 5.00.
Best window
08.10 - 18.10
Direction
Long
Win rate
88.9%
Avg return
+0.42%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 18.10 | Long | 88.9% | +0.42% | 5.00 | 9 |
| 09.10 → 13.10 | Long | 88.9% | +0.41% | 4.78 | 9 |
| 09.10 → 14.10 | Long | 88.9% |
| +0.38% |
| 3.40 |
| 9 |
| 10.10 → 16.10 | Long | 88.9% | +0.32% | 3.33 | 9 |
| 10.10 → 13.10 | Long | 88.9% | +0.25% | 4.58 | 9 |
| 10.10 → 14.10 | Long | 88.9% | +0.22% | 2.66 | 9 |
| 08.10 → 07.12 | Long | 77.8% | +2.42% | 1.53 | 9 |
| 09.10 → 07.12 | Long | 77.8% | +2.40% | 1.55 | 9 |