

Over 2020 to 2025 (6 years of data), IUFSUSUSD has tended to move long between 10.07 and 28.08, closing higher in 100.0% of those years for an average +6.32% move and an annualized Sharpe of 4.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 28.08 | Long | 100.0% | +6.32% | 4.88 | 6 |
| 08.07 → 28.08 | Long | 100.0% | +6.29% | 5.63 | 6 |
| 10.07 → 03.09 | Long | 100.0% | +6.23% | 4.36 | 6 |
| 08.07 → 03.09 | Long | 100.0% | +6.20% | 5.04 | 6 |
| 10.07 → 29.08 | Long | 100.0% | +6.15% | 4.93 | 6 |
| 10.07 → 02.09 | Long | 100.0% | +6.15% | 4.06 | 6 |
| 08.07 → 29.08 | Long | 100.0% | +6.12% | 5.27 | 6 |
| 08.07 → 02.09 | Long | 100.0% | +6.11% | 4.64 | 6 |