United States ETFs
Over 2017 to 2025 (9 years of data), FXIUSUSD has tended to move short between 20.09 and 24.09, closing higher in 88.9% of those years for an average +0.30% move and an annualized Sharpe of 0.66.
Best window
20.09 - 24.09
Direction
Short
Win rate
88.9%
Avg return
+0.30%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 24.09 | Short | 88.9% | +0.30% | 0.66 | 9 |
| 17.09 → 15.11 | Long | 77.8% | +2.87% | 1.18 | 9 |
| 15.09 → 23.09 | Short | 77.8% |
| +1.13% |
| 2.07 |
| 9 |
| 20.09 → 23.09 | Short | 77.8% | +1.09% | 6.24 | 9 |
| 17.09 → 23.09 | Short | 77.8% | +0.94% | 2.35 | 9 |
| 16.09 → 23.09 | Short | 77.8% | +0.82% | 1.69 | 9 |
| 15.09 → 25.09 | Short | 77.8% | +0.47% | 0.50 | 9 |
| 17.09 → 25.09 | Short | 77.8% | +0.30% | 0.40 | 9 |