Over 2017 to 2025 (9 years of data), IVWUSUSD has tended to move long between 12.08 and 01.09, closing higher in 88.9% of those years for an average +2.21% move and an annualized Sharpe of 2.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 01.09 | Long | 88.9% | +2.21% | 2.18 | 9 |
| 12.08 → 12.09 | Long | 88.9% | +2.09% | 2.99 | 9 |
| 12.08 → 30.08 | Long | 88.9% | +2.01% | 2.27 | 9 |
| 12.08 → 31.08 | Long | 88.9% | +1.98% | 2.09 | 9 |
| 12.08 → 29.08 | Long | 88.9% | +1.91% | 2.43 | 9 |
| 12.08 → 14.09 | Long | 88.9% | +1.81% | 1.57 | 9 |
| 12.08 → 11.09 | Long | 88.9% | +1.80% | 2.83 | 9 |
| 12.08 → 13.09 | Long | 88.9% | +1.79% | 1.51 | 9 |