United States ETFs
Over 2017 to 2025 (9 years of data), IWMUSUSD has tended to move long between 11.10 and 08.12, closing higher in 88.9% of those years for an average +5.52% move and an annualized Sharpe of 2.15.
Best window
11.10 - 08.12
Direction
Long
Win rate
88.9%
Avg return
+5.52%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.12 | Long | 88.9% | +5.52% | 2.15 | 9 |
| 11.10 → 25.11 | Long | 88.9% | +5.42% | 2.86 | 9 |
| 06.10 → 04.12 | Long | 88.9% |
| +5.28% |
| 1.80 |
| 9 |
| 11.10 → 24.11 | Long | 88.9% | +5.25% | 2.74 | 9 |
| 11.10 → 07.12 | Long | 88.9% | +5.13% | 2.13 | 9 |
| 10.10 → 08.12 | Long | 88.9% | +5.06% | 1.72 | 9 |
| 11.10 → 28.11 | Long | 88.9% | +5.05% | 2.95 | 9 |
| 08.10 → 25.11 | Long | 88.9% | +5.00% | 2.19 | 9 |