United States ETFs
Over 2017 to 2025 (9 years of data), EMBUSUSD has tended to move short between 15.09 and 10.10, closing higher in 100.0% of those years for an average +3.30% move and an annualized Sharpe of 3.76.
Best window
15.09 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+3.30%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 10.10 | Short | 100.0% | +3.30% | 3.76 | 9 |
| 15.09 → 07.10 | Short | 100.0% | +3.21% | 4.00 | 9 |
| 15.09 → 08.10 | Short | 100.0% |
| +3.20% |
| 3.73 |
| 9 |
| 15.09 → 09.10 | Short | 100.0% | +3.19% | 3.64 | 9 |
| 16.09 → 10.10 | Short | 100.0% | +3.17% | 3.82 | 9 |
| 15.09 → 06.10 | Short | 100.0% | +3.15% | 4.12 | 9 |
| 15.09 → 12.10 | Short | 100.0% | +3.12% | 3.28 | 9 |
| 15.09 → 11.10 | Short | 100.0% | +3.11% | 3.38 | 9 |