ETFs
Over 2020 to 2025 (6 years of data), IUFSUSUSD has tended to move long between 05.10 and 12.11, closing higher in 100.0% of those years for an average +8.01% move and an annualized Sharpe of 9.27.
Best window
05.10 - 12.11
Direction
Long
Win rate
100.0%
Avg return
+8.01%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 12.11 | Long | 100.0% | +8.01% | 9.27 | 5 |
| 06.10 → 05.12 | Long | 100.0% | +7.92% | 3.40 | 6 |
| 11.10 → 08.12 | Long | 100.0% |
| +7.79% |
| 3.56 |
| 6 |
| 11.10 → 07.12 | Long | 100.0% | +7.74% | 3.65 | 6 |
| 10.10 → 08.12 | Long | 100.0% | +7.36% | 3.38 | 6 |
| 10.10 → 07.12 | Long | 100.0% | +7.32% | 3.48 | 6 |
| 06.10 → 12.11 | Long | 100.0% | +7.10% | 7.76 | 5 |
| 11.10 → 13.11 | Long | 100.0% | +6.50% | 3.88 | 6 |