United States ETFs
Over 2017 to 2025 (9 years of data), IYRUSUSD has tended to move long between 10.10 and 04.12, closing higher in 100.0% of those years for an average +4.50% move and an annualized Sharpe of 2.70.
Best window
10.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+4.50%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 04.12 | Long | 100.0% | +4.50% | 2.70 | 9 |
| 08.10 → 28.11 | Long | 100.0% | +4.49% | 3.92 | 9 |
| 08.10 → 29.11 | Long | 100.0% |
| +4.49% |
| 3.14 |
| 9 |
| 08.10 → 27.11 | Long | 100.0% | +4.39% | 3.99 | 9 |
| 09.10 → 28.11 | Long | 100.0% | +4.38% | 3.56 | 9 |
| 09.10 → 27.11 | Long | 100.0% | +4.28% | 3.62 | 9 |
| 10.10 → 05.12 | Long | 100.0% | +4.23% | 2.54 | 9 |
| 11.10 → 28.11 | Long | 100.0% | +4.22% | 3.72 | 9 |