United States ETFs
Over 2020 to 2025 (6 years of data), ITAUSUSD has tended to move long between 06.10 and 10.11, closing higher in 100.0% of those years for an average +7.50% move and an annualized Sharpe of 4.12.
Best window
06.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+7.50%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 10.11 | Long | 100.0% | +7.50% | 4.12 | 6 |
| 05.10 → 10.11 | Long | 100.0% | +7.32% | 3.95 | 6 |
| 06.10 → 11.11 | Long | 100.0% |
| +6.56% |
| 4.12 |
| 6 |
| 05.10 → 11.11 | Long | 100.0% | +6.38% | 3.97 | 6 |
| 06.10 → 09.11 | Long | 100.0% | +6.23% | 4.68 | 6 |
| 06.10 → 08.11 | Long | 100.0% | +6.18% | 4.36 | 6 |
| 05.10 → 09.11 | Long | 100.0% | +6.06% | 4.52 | 6 |
| 11.10 → 10.11 | Long | 100.0% | +6.05% | 3.71 | 6 |