United States ETFs
Over 2020 to 2025 (6 years of data), ESPOUSUSD has tended to move long between 12.10 and 08.12, closing higher in 83.3% of those years for an average +8.35% move and an annualized Sharpe of 3.02.
Best window
12.10 - 08.12
Direction
Long
Win rate
83.3%
Avg return
+8.35%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 08.12 | Long | 83.3% | +8.35% | 3.02 | 6 |
| 11.10 → 08.12 | Long | 83.3% | +8.06% | 2.93 | 6 |
| 12.10 → 07.12 | Long | 83.3% |
| +7.71% |
| 2.93 |
| 6 |
| 12.10 → 05.12 | Long | 83.3% | +7.62% | 2.65 | 6 |
| 12.10 → 30.11 | Long | 83.3% | +7.52% | 3.19 | 6 |
| 12.10 → 09.12 | Long | 83.3% | +7.51% | 2.70 | 6 |
| 09.10 → 08.12 | Long | 83.3% | +7.46% | 2.40 | 6 |
| 11.10 → 07.12 | Long | 83.3% | +7.44% | 2.82 | 6 |