United States ETFs
Over 2017 to 2025 (9 years of data), IVWUSUSD has tended to move long between 11.10 and 16.10, closing higher in 88.9% of those years for an average +1.28% move and an annualized Sharpe of 8.49.
Best window
11.10 - 16.10
Direction
Long
Win rate
88.9%
Avg return
+1.28%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Long | 88.9% | +1.28% | 8.49 | 9 |
| 11.10 → 15.10 | Long | 88.9% | +0.97% | 9.20 | 9 |
| 11.10 → 01.12 | Long | 88.9% |
| -3.57% |
| -0.38 |
| 9 |
| 11.10 → 02.12 | Long | 88.9% | -3.61% | -0.38 | 9 |
| 12.10 → 01.12 | Long | 88.9% | -3.83% | -0.41 | 9 |
| 12.10 → 02.12 | Long | 88.9% | -3.87% | -0.41 | 9 |
| 11.10 → 03.12 | Long | 88.9% | -4.00% | -0.42 | 9 |
| 12.10 → 03.12 | Long | 88.9% | -4.26% | -0.45 | 9 |