United States ETFs
Over 2020 to 2025 (6 years of data), PBJUSUSD has tended to move long between 10.10 and 29.11, closing higher in 100.0% of those years for an average +4.74% move and an annualized Sharpe of 2.86.
Best window
10.10 - 29.11
Direction
Long
Win rate
100.0%
Avg return
+4.74%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 29.11 | Long | 100.0% | +4.74% | 2.86 | 5 |
| 12.10 → 11.12 | Long | 100.0% | +4.42% | 2.85 | 6 |
| 10.10 → 28.11 | Long | 100.0% |
| +4.09% |
| 2.50 |
| 6 |
| 10.10 → 27.11 | Long | 100.0% | +4.04% | 2.45 | 6 |
| 10.10 → 26.11 | Long | 100.0% | +4.02% | 2.44 | 6 |
| 11.10 → 28.11 | Long | 100.0% | +3.87% | 2.70 | 6 |
| 11.10 → 27.11 | Long | 100.0% | +3.82% | 2.63 | 6 |
| 11.10 → 26.11 | Long | 100.0% | +3.81% | 2.62 | 6 |