United States
Over 2017 to 2025 (9 years of data), SCHWUSUSD has tended to move long between 06.10 and 04.12, closing higher in 88.9% of those years for an average +16.02% move and an annualized Sharpe of 2.40.
Best window
06.10 - 04.12
Direction
Long
Win rate
88.9%
Avg return
+16.02%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 04.12 | Long | 88.9% | +16.02% | 2.40 | 9 |
| 08.10 → 04.12 | Long | 88.9% | +15.86% | 2.38 | 9 |
| 08.10 → 03.12 | Long | 88.9% |
| +15.82% |
| 2.52 |
| 9 |
| 07.10 → 04.12 | Long | 88.9% | +15.59% | 2.35 | 9 |
| 07.10 → 03.12 | Long | 88.9% | +15.56% | 2.48 | 9 |
| 05.10 → 04.12 | Long | 88.9% | +15.39% | 2.35 | 9 |
| 08.10 → 07.12 | Long | 88.9% | +15.27% | 2.15 | 9 |
| 09.10 → 04.12 | Long | 88.9% | +15.21% | 2.36 | 9 |