Over 2020 to 2025 (6 years of data), IUFSUSUSD has tended to move long between 14.09 and 12.11, closing higher in 83.3% of those years for an average +5.09% move and an annualized Sharpe of 2.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 12.11 | Long | 83.3% | +5.09% | 2.69 | 6 |
| 13.09 → 12.11 | Long | 83.3% | +4.69% | 2.41 | 6 |
| 10.09 → 02.10 | Short | 83.3% | +2.77% | 3.37 | 6 |
| 10.09 → 03.10 | Short | 83.3% | +2.65% | 2.87 | 6 |
| 14.09 → 02.10 | Short | 83.3% | +2.26% | 3.63 | 6 |
| 09.09 → 12.09 | Long | 83.3% | +0.89% | 12.91 | 6 |
| 09.09 → 13.09 | Long | 83.3% | +0.63% | 5.11 | 6 |
| 08.09 → 13.09 | Long | 83.3% | +0.39% | 3.05 | 6 |