Over 2022 to 2025 (4 years of data), IVZUSUSD has tended to move long between 08.07 and 23.07, closing higher in 100.0% of those years for an average +13.00% move and an annualized Sharpe of 7.00.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 23.07 | Long | 100.0% | +13.00% | 7.00 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +12.95% | 8.07 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +12.87% | 6.62 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +12.35% | 6.68 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +12.35% | 5.90 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +12.32% | 6.39 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +12.29% | 7.73 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +12.22% | 6.33 | 4 |