Over 2022 to 2025 (4 years of data), IVZUSUSD has tended to move long between 21.08 and 25.08, closing higher in 100.0% of those years for an average +2.99% move and an annualized Sharpe of 28.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 25.08 | Long | 100.0% | +2.99% | 28.53 | 3 |
| 16.08 → 20.08 | Short | 100.0% | +2.78% | 11.65 | 4 |
| 22.08 → 25.08 | Long | 100.0% | +2.62% | 21.01 | 4 |
| 20.08 → 25.08 | Long | 100.0% | +2.45% | 21.89 | 3 |
| 17.08 → 20.08 | Short | 100.0% | +2.28% | 14.36 | 4 |
| 17.08 → 21.08 | Short | 100.0% | +2.22% | 11.15 | 4 |
| 18.08 → 21.08 | Short | 100.0% | +2.03% | 12.63 | 4 |
| 16.08 → 16.09 | Short | 75.0% | +3.46% | 1.70 | 4 |