United States ETFs
Over 2018 to 2025 (8 years of data), IWDUSUSD has tended to move long between 11.10 and 02.12, closing higher in 87.5% of those years for an average +5.61% move and an annualized Sharpe of 3.20.
Best window
11.10 - 02.12
Direction
Long
Win rate
87.5%
Avg return
+5.61%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 87.5% | +5.61% | 3.20 | 8 |
| 06.10 → 02.12 | Long | 87.5% | +5.41% | 3.16 | 8 |
| 05.10 → 02.12 | Long | 87.5% |
| +5.40% |
| 2.83 |
| 8 |
| 07.10 → 02.12 | Long | 87.5% | +5.35% | 2.80 | 8 |
| 11.10 → 04.12 | Long | 87.5% | +5.35% | 3.04 | 8 |
| 11.10 → 01.12 | Long | 87.5% | +5.29% | 2.85 | 8 |
| 11.10 → 03.12 | Long | 87.5% | +5.28% | 3.35 | 8 |
| 08.10 → 04.12 | Long | 87.5% | +5.26% | 2.59 | 8 |