Over 2017 to 2025 (9 years of data), IVWUSUSD has tended to move long between 07.07 and 04.09, closing higher in 88.9% of those years for an average +3.48% move and an annualized Sharpe of 2.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 04.09 | Long | 88.9% | +3.48% | 2.02 | 9 |
| 07.07 → 05.09 | Long | 88.9% | +3.32% | 1.92 | 9 |
| 08.07 → 04.09 | Long | 88.9% | +3.32% | 1.94 | 9 |
| 08.07 → 05.09 | Long | 88.9% | +3.16% | 1.84 | 9 |
| 08.07 → 06.09 | Long | 88.9% | +3.12% | 1.64 | 9 |
| 09.07 → 04.09 | Long | 88.9% | +2.79% | 1.72 | 9 |
| 09.07 → 07.09 | Long | 88.9% | +2.69% | 1.47 | 9 |
| 09.07 → 05.09 | Long | 88.9% | +2.64% | 1.63 | 9 |