ETFs
Over 2020 to 2025 (6 years of data), IUFSUSUSD has tended to move long between 12.10 and 01.12, closing higher in 100.0% of those years for an average +8.16% move and an annualized Sharpe of 3.66.
Best window
12.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+8.16%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 01.12 | Long | 100.0% | +8.16% | 3.66 | 6 |
| 12.10 → 04.12 | Long | 100.0% | +8.03% | 3.82 | 6 |
| 12.10 → 05.12 | Long | 100.0% |
| +8.00% |
| 3.87 |
| 6 |
| 06.10 → 05.12 | Long | 100.0% | +7.92% | 3.40 | 6 |
| 11.10 → 08.12 | Long | 100.0% | +7.79% | 3.56 | 6 |
| 12.10 → 02.12 | Long | 100.0% | +7.76% | 3.44 | 6 |
| 12.10 → 09.12 | Long | 100.0% | +7.75% | 4.15 | 6 |
| 11.10 → 07.12 | Long | 100.0% | +7.74% | 3.65 | 6 |