United States ETFs
Over 2018 to 2025 (8 years of data), IJHUSUSD has tended to move long between 11.10 and 02.12, closing higher in 100.0% of those years for an average +6.24% move and an annualized Sharpe of 3.85.
Best window
11.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+6.24%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 100.0% | +6.24% | 3.85 | 8 |
| 11.10 → 03.12 | Long | 100.0% | +5.76% | 3.88 | 8 |
| 11.10 → 25.11 | Long | 87.5% |
| +6.24% |
| 3.75 |
| 8 |
| 11.10 → 24.11 | Long | 87.5% | +6.04% | 3.56 | 8 |
| 11.10 → 04.12 | Long | 87.5% | +6.03% | 3.31 | 8 |
| 08.10 → 25.11 | Long | 87.5% | +5.86% | 2.89 | 8 |
| 08.10 → 02.12 | Long | 87.5% | +5.86% | 2.87 | 8 |
| 11.10 → 01.12 | Long | 87.5% | +5.82% | 3.32 | 8 |