United States ETFs
Over 2017 to 2025 (9 years of data), IYRUSUSD has tended to move short between 17.09 and 02.10, closing higher in 100.0% of those years for an average +3.24% move and an annualized Sharpe of 5.18.
Best window
17.09 - 02.10
Direction
Short
Win rate
100.0%
Avg return
+3.24%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 02.10 | Short | 100.0% | +3.24% | 5.18 | 9 |
| 18.09 → 25.09 | Short | 100.0% | +2.81% | 8.04 | 9 |
| 19.09 → 25.09 | Short | 100.0% |
| +2.34% |
| 7.43 |
| 9 |
| 16.09 → 09.10 | Short | 88.9% | +4.10% | 3.65 | 9 |
| 16.09 → 14.10 | Short | 88.9% | +4.06% | 3.04 | 9 |
| 16.09 → 13.10 | Short | 88.9% | +4.00% | 3.38 | 9 |
| 16.09 → 07.10 | Short | 88.9% | +3.98% | 3.92 | 9 |
| 15.09 → 06.10 | Short | 88.9% | +3.92% | 3.66 | 9 |