United States ETFs
Over 2017 to 2025 (9 years of data), EWZUSUSD has tended to move long between 11.10 and 07.11, closing higher in 77.8% of those years for an average +2.36% move and an annualized Sharpe of 1.28.
Best window
11.10 - 07.11
Direction
Long
Win rate
77.8%
Avg return
+2.36%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 77.8% | +2.36% | 1.28 | 9 |
| 11.10 → 06.11 | Long | 77.8% | +2.27% | 1.45 | 9 |
| 08.10 → 17.10 | Long | 77.8% |
| +0.84% |
| 2.12 |
| 9 |
| 05.10 → 08.11 | Long | 66.7% | +2.39% | 1.05 | 9 |
| 11.10 → 05.11 | Long | 66.7% | +2.29% | 1.43 | 9 |
| 05.10 → 04.11 | Long | 66.7% | +2.01% | 0.97 | 9 |
| 11.10 → 08.11 | Long | 66.7% | +1.85% | 1.05 | 9 |
| 08.10 → 04.11 | Long | 66.7% | +1.74% | 1.03 | 9 |