United States ETFs
Over 2017 to 2025 (9 years of data), IVEUSUSD has tended to move long between 11.10 and 08.11, closing higher in 100.0% of those years for an average +3.50% move and an annualized Sharpe of 3.93.
Best window
11.10 - 08.11
Direction
Long
Win rate
100.0%
Avg return
+3.50%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.11 | Long | 100.0% | +3.50% | 3.93 | 9 |
| 11.10 → 07.11 | Long | 100.0% | +3.28% | 3.98 | 9 |
| 11.10 → 02.12 | Long | 88.9% |
| +5.60% |
| 3.14 |
| 9 |
| 05.10 → 02.12 | Long | 88.9% | +5.58% | 2.87 | 9 |
| 06.10 → 02.12 | Long | 88.9% | +5.57% | 3.07 | 9 |
| 11.10 → 10.12 | Long | 88.9% | +5.30% | 2.46 | 9 |
| 05.10 → 04.12 | Long | 88.9% | +5.28% | 2.44 | 9 |
| 11.10 → 04.12 | Long | 88.9% | +5.27% | 2.92 | 9 |