United States ETFs
Over 2017 to 2025 (9 years of data), IBBUSUSD has tended to move long between 05.10 and 07.11, closing higher in 77.8% of those years for an average +2.26% move and an annualized Sharpe of 1.25.
Best window
05.10 - 07.11
Direction
Long
Win rate
77.8%
Avg return
+2.26%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 07.11 | Long | 77.8% | +2.26% | 1.25 | 9 |
| 05.10 → 16.10 | Long | 77.8% | +1.85% | 4.05 | 9 |
| 05.10 → 17.10 | Long | 77.8% |
| +1.74% |
| 3.52 |
| 9 |
| 07.10 → 16.10 | Long | 77.8% | +1.60% | 4.22 | 9 |
| 06.10 → 16.10 | Long | 77.8% | +1.58% | 3.89 | 9 |
| 05.10 → 15.10 | Long | 77.8% | +1.41% | 2.48 | 9 |
| 05.10 → 18.10 | Long | 77.8% | +1.40% | 2.50 | 9 |
| 10.10 → 16.10 | Long | 77.8% | +1.21% | 4.61 | 9 |