United States ETFs
Over 2017 to 2025 (9 years of data), EWJUSUSD has tended to move long between 06.10 and 03.12, closing higher in 88.9% of those years for an average +3.77% move and an annualized Sharpe of 2.07.
Best window
06.10 - 03.12
Direction
Long
Win rate
88.9%
Avg return
+3.77%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 03.12 | Long | 88.9% | +3.77% | 2.07 | 9 |
| 06.10 → 04.12 | Long | 88.9% | +3.66% | 1.65 | 9 |
| 10.10 → 07.12 | Long | 88.9% |
| +3.41% |
| 1.52 |
| 9 |
| 10.10 → 08.12 | Long | 88.9% | +3.41% | 1.43 | 9 |
| 12.10 → 10.12 | Long | 77.8% | +4.46% | 1.95 | 9 |
| 12.10 → 11.12 | Long | 77.8% | +4.46% | 1.89 | 9 |
| 12.10 → 09.12 | Long | 77.8% | +4.42% | 2.00 | 9 |
| 12.10 → 03.12 | Long | 77.8% | +4.33% | 2.61 | 9 |