United States
Over 2022 to 2025 (4 years of data), IVZUSUSD has tended to move long between 12.10 and 11.12, closing higher in 100.0% of those years for an average +17.60% move and an annualized Sharpe of 3.86.
Best window
12.10 - 11.12
Direction
Long
Win rate
100.0%
Avg return
+17.60%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.12 | Long | 100.0% | +17.60% | 3.86 | 4 |
| 12.10 → 10.12 | Long | 100.0% | +17.59% | 3.92 | 4 |
| 11.10 → 10.12 | Long | 100.0% |
| +16.82% |
| 3.77 |
| 4 |
| 12.10 → 09.12 | Long | 100.0% | +16.08% | 4.14 | 4 |
| 12.10 → 08.12 | Long | 100.0% | +15.46% | 3.87 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +15.32% | 3.96 | 4 |
| 12.10 → 05.12 | Long | 100.0% | +15.09% | 3.46 | 4 |
| 12.10 → 07.12 | Long | 100.0% | +15.03% | 3.93 | 4 |