United States ETFs
Over 2018 to 2025 (8 years of data), IEFUSUSD has tended to move short between 11.10 and 06.11, closing higher in 87.5% of those years for an average +0.72% move and an annualized Sharpe of 2.69.
Best window
11.10 - 06.11
Direction
Short
Win rate
87.5%
Avg return
+0.72%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 06.11 | Short | 87.5% | +0.72% | 2.69 | 8 |
| 12.10 → 06.11 | Short | 87.5% | +0.69% | 2.95 | 8 |
| 11.10 → 20.10 | Short | 87.5% |
| +0.65% |
| 4.47 |
| 8 |
| 11.10 → 09.11 | Short | 87.5% | +0.63% | 2.37 | 8 |
| 11.10 → 22.10 | Short | 87.5% | +0.61% | 4.10 | 8 |
| 12.10 → 20.10 | Short | 87.5% | +0.61% | 4.77 | 8 |
| 11.10 → 21.10 | Short | 87.5% | +0.60% | 4.45 | 8 |
| 12.10 → 09.11 | Short | 87.5% | +0.60% | 2.44 | 8 |