United States ETFs
Over 2017 to 2025 (9 years of data), IJRUSUSD has tended to move long between 11.10 and 02.12, closing higher in 88.9% of those years for an average +6.68% move and an annualized Sharpe of 3.36.
Best window
11.10 - 02.12
Direction
Long
Win rate
88.9%
Avg return
+6.68%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 88.9% | +6.68% | 3.36 | 9 |
| 11.10 → 04.12 | Long | 88.9% | +6.49% | 2.75 | 9 |
| 11.10 → 25.11 | Long | 88.9% |
| +6.46% |
| 3.24 |
| 9 |
| 11.10 → 24.11 | Long | 88.9% | +6.31% | 3.10 | 9 |
| 11.10 → 10.12 | Long | 88.9% | +6.30% | 2.25 | 9 |
| 05.10 → 02.12 | Long | 88.9% | +6.25% | 2.17 | 9 |
| 06.10 → 02.12 | Long | 88.9% | +6.24% | 2.47 | 9 |
| 07.10 → 02.12 | Long | 88.9% | +6.15% | 2.41 | 9 |