United States
Over 2017 to 2025 (9 years of data), ITWUSUSD has tended to move long between 10.10 and 25.11, closing higher in 100.0% of those years for an average +8.98% move and an annualized Sharpe of 3.40.
Best window
10.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+8.98%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 25.11 | Long | 100.0% | +8.98% | 3.40 | 8 |
| 11.10 → 30.11 | Long | 100.0% | +8.62% | 3.53 | 9 |
| 11.10 → 28.11 | Long | 100.0% |
| +8.49% |
| 3.74 |
| 9 |
| 11.10 → 25.11 | Long | 100.0% | +8.46% | 3.39 | 9 |
| 11.10 → 01.12 | Long | 100.0% | +8.37% | 3.49 | 9 |
| 11.10 → 29.11 | Long | 100.0% | +8.34% | 3.49 | 9 |
| 11.10 → 27.11 | Long | 100.0% | +8.12% | 3.57 | 9 |
| 10.10 → 28.11 | Long | 100.0% | +8.00% | 3.25 | 9 |