United States ETFs
Over 2017 to 2025 (9 years of data), FXIUSUSD has tended to move short between 10.10 and 30.10, closing higher in 77.8% of those years for an average +3.13% move and an annualized Sharpe of 2.20.
Best window
10.10 - 30.10
Direction
Short
Win rate
77.8%
Avg return
+3.13%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 30.10 | Short | 77.8% | +3.13% | 2.20 | 9 |
| 08.10 → 07.11 | Long | 77.8% | +2.13% | 1.35 | 9 |
| 08.10 → 15.11 | Long | 77.8% |
| +1.91% |
| 1.09 |
| 9 |
| 08.10 → 16.11 | Long | 77.8% | +1.81% | 1.10 | 9 |
| 09.10 → 15.11 | Long | 77.8% | +1.75% | 1.18 | 9 |
| 09.10 → 16.11 | Long | 77.8% | +1.66% | 1.22 | 9 |
| 08.10 → 17.11 | Long | 77.8% | +1.64% | 1.02 | 9 |
| 09.10 → 17.11 | Long | 77.8% | +1.49% | 1.12 | 9 |