Over 2017 to 2025 (9 years of data), IWMUSUSD has tended to move long between 07.07 and 25.07, closing higher in 100.0% of those years for an average +2.92% move and an annualized Sharpe of 4.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 25.07 | Long | 100.0% | +2.92% | 4.42 | 9 |
| 07.07 → 01.09 | Long | 88.9% | +3.90% | 2.25 | 9 |
| 07.07 → 31.08 | Long | 88.9% | +3.85% | 2.33 | 9 |
| 07.07 → 02.09 | Long | 88.9% | +3.78% | 1.96 | 9 |
| 08.07 → 01.09 | Long | 88.9% | +3.62% | 2.16 | 9 |
| 08.07 → 31.08 | Long | 88.9% | +3.57% | 2.26 | 9 |
| 08.07 → 02.09 | Long | 88.9% | +3.50% | 1.87 | 9 |
| 10.07 → 01.09 | Long | 88.9% | +3.42% | 1.88 | 9 |