United States
Over 2017 to 2025 (9 years of data), ITWUSUSD has tended to move long between 21.09 and 16.11, closing higher in 77.8% of those years for an average +6.08% move and an annualized Sharpe of 1.73.
Best window
21.09 - 16.11
Direction
Long
Win rate
77.8%
Avg return
+6.08%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 16.11 | Long | 77.8% | +6.08% | 1.73 | 9 |
| 17.09 → 16.11 | Long | 77.8% | +5.96% | 1.75 | 9 |
| 19.09 → 16.11 | Long | 77.8% |
| +5.82% |
| 1.68 |
| 9 |
| 21.09 → 17.11 | Long | 77.8% | +5.78% | 1.62 | 9 |
| 18.09 → 16.11 | Long | 77.8% | +5.69% | 1.64 | 9 |
| 21.09 → 15.11 | Long | 77.8% | +5.66% | 1.64 | 9 |
| 21.09 → 18.11 | Long | 77.8% | +5.65% | 1.57 | 9 |
| 17.09 → 15.11 | Long | 77.8% | +5.54% | 1.65 | 9 |