Over 2018 to 2025 (8 years of data), IEFUSUSD has tended to move long between 08.07 and 18.07, closing higher in 100.0% of those years for an average +0.73% move and an annualized Sharpe of 5.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 18.07 | Long | 100.0% | +0.73% | 5.34 | 8 |
| 12.07 → 18.07 | Long | 100.0% | +0.34% | 6.42 | 8 |
| 08.07 → 03.08 | Long | 87.5% | +1.54% | 4.14 | 8 |
| 09.07 → 03.08 | Long | 87.5% | +1.50% | 4.03 | 8 |
| 08.07 → 04.08 | Long | 87.5% | +1.45% | 4.30 | 8 |
| 09.07 → 04.08 | Long | 87.5% | +1.41% | 4.17 | 8 |
| 07.07 → 03.08 | Long | 87.5% | +1.39% | 3.71 | 8 |
| 08.07 → 05.08 | Long | 87.5% | +1.37% | 3.74 | 8 |