United States
Over 2022 to 2025 (4 years of data), IVZUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +16.82% move and an annualized Sharpe of 3.77.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+16.82%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +16.82% | 3.77 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +15.32% | 3.96 | 4 |
| 11.10 → 08.12 | Long | 100.0% |
| +14.71% |
| 3.72 |
| 4 |
| 11.10 → 05.12 | Long | 100.0% | +14.34% | 3.30 | 4 |
| 11.10 → 07.12 | Long | 100.0% | +14.28% | 3.78 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +14.04% | 2.77 | 4 |
| 09.10 → 08.12 | Long | 100.0% | +13.92% | 3.87 | 4 |
| 10.10 → 09.12 | Long | 100.0% | +13.64% | 3.97 | 4 |