Over 2018 to 2025 (8 years of data), IEFUSUSD has tended to move short between 18.08 and 17.10, closing higher in 87.5% of those years for an average +2.30% move and an annualized Sharpe of 1.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 17.10 | Short | 87.5% | +2.30% | 1.90 | 8 |
| 14.08 → 10.10 | Short | 87.5% | +2.29% | 1.98 | 8 |
| 14.08 → 12.10 | Short | 87.5% | +2.24% | 2.03 | 8 |
| 14.08 → 11.10 | Short | 87.5% | +2.23% | 1.98 | 8 |
| 16.08 → 15.10 | Short | 87.5% | +2.23% | 1.84 | 8 |
| 15.08 → 10.10 | Short | 87.5% | +2.22% | 1.91 | 8 |
| 16.08 → 09.10 | Short | 87.5% | +2.21% | 2.05 | 8 |
| 16.08 → 10.10 | Short | 87.5% | +2.21% | 1.99 | 8 |