

United States ETFs
Over 2017 to 2025 (9 years of data), SPYUSUSD has tended to move long between 11.10 and 02.12, closing higher in 100.0% of those years for an average +5.21% move and an annualized Sharpe of 4.31.
Best window
11.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+5.21%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 100.0% | +5.21% | 4.31 | 9 |
| 12.10 → 02.12 | Long | 100.0% | +5.13% | 4.23 | 9 |
| 11.10 → 01.12 | Long | 100.0% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8619 |
| 3 | 99.9912 |
| 4 | 99.792 |
| 5 | 99.3381 |
| 6 | 100.0068 |
| 7 | 99.9904 |
| 8 | 100.4133 |
| 9 | 100.375 |
| 10 | 100.2991 |
| 11 | 100.5976 |
| 12 | 100.7379 |
| 13 | 100.6389 |
| 14 | 100.6044 |
| 15 | 100.8138 |
| 16 | 100.7058 |
| 17 | 100.7414 |
| 18 | 100.2339 |
| 19 | 100.2804 |
| 20 | 100.6979 |
| 21 | 100.5195 |
| 22 | 100.6077 |
| 23 | 101.0153 |
| 24 | 101.013 |
| 25 | 100.9722 |
| 26 | 101.1044 |
| 27 | 100.257 |
| 28 | 101.0775 |
| 29 | 100.7745 |
| 30 | 100.6118 |
| 31 | 100.8444 |
| 32 | 101.7684 |
| 33 | 102.7441 |
| 34 | 101.9067 |
| 35 | 102.4039 |
| 36 | 102.4921 |
| 37 | 102.5067 |
| 38 | 102.6568 |
| 39 | 102.7624 |
| 40 | 102.9845 |
| 41 | 102.7916 |
| 42 | 102.4297 |
| 43 | 102.4625 |
| 44 | 102.6336 |
| 45 | 102.7586 |
| 46 | 103.2892 |
| 47 | 102.9079 |
| 48 | 102.4165 |
| 49 | 102.23 |
| 50 | 102.2442 |
| 51 | 102.0469 |
| 52 | 101.3078 |
| 53 | 101.3384 |
| 54 | 101.1092 |
| 55 | 101.2965 |
| 56 | 101.1675 |
| 57 | 100.9922 |
| 58 | 100.7761 |
| 59 | 100.9229 |
| 60 | 101.1039 |
| 61 | 101.6522 |
| 62 | 101.268 |
| 63 | 100.5186 |
| 64 | 101.0799 |
| 65 | 100.5306 |
| 66 | 99.9265 |
| 67 | 99.9228 |
| 68 | 100.1953 |
| 69 | 99.4221 |
| 70 | 99.1864 |
| 71 | 99.2973 |
| 72 | 99.2183 |
| 73 | 99.7846 |
| 74 | 100.1568 |
| 75 | 100.7233 |
| 76 | 100.8813 |
| 77 | 100.546 |
| 78 | 100.781 |
| 79 | 101.0317 |
| 80 | 101.4189 |
| 81 | 101.5372 |
| 82 | 101.1406 |
| 83 | 101.8091 |
| 84 | 102.0728 |
| 85 | 102.1118 |
| 86 | 102.0358 |
| 87 | 101.9092 |
| 88 | 102.476 |
| 89 | 102.4146 |
| 90 | 102.577 |
| 91 | 102.9336 |
| 92 | 103.0018 |
| 93 | 101.9391 |
| 94 | 100.7797 |
| 95 | 100.5255 |
| 96 | 100.5915 |
| 97 | 100.643 |
| 98 | 100.3997 |
| 99 | 102.3464 |
| 100 | 101.705 |
| 101 | 101.5121 |
| 102 | 101.5143 |
| 103 | 101.7823 |
| 104 | 101.6002 |
| 105 | 101.7788 |
| 106 | 101.1454 |
| 107 | 101.195 |
| 108 | 101.0862 |
| 109 | 101.2674 |
| 110 | 100.8141 |
| 111 | 100.2537 |
| 112 | 99.9947 |
| 113 | 100.7139 |
| 114 | 101.3879 |
| 115 | 101.3309 |
| 116 | 100.6231 |
| 117 | 101.2592 |
| 118 | 101.9297 |
| 119 | 101.3992 |
| 120 | 101.3501 |
| 121 | 101.1573 |
| 122 | 101.2858 |
| 123 | 101.4652 |
| 124 | 102.0624 |
| 125 | 101.5806 |
| 126 | 101.482 |
| 127 | 101.9233 |
| 128 | 102.0877 |
| 129 | 101.2959 |
| 130 | 101.3538 |
| 131 | 100.8424 |
| 132 | 101.0294 |
| 133 | 101.8709 |
| 134 | 102.2085 |
| 135 | 102.4697 |
| 136 | 102.644 |
| 137 | 103.2151 |
| 138 | 102.4148 |
| 139 | 102.2416 |
| 140 | 102.3972 |
| 141 | 102.0667 |
| 142 | 102.1182 |
| 143 | 102.0807 |
| 144 | 101.8158 |
| 145 | 102.2794 |
| 146 | 102.9935 |
| 147 | 103.8904 |
| 148 | 103.8121 |
| 149 | 103.9144 |
| 150 | 103.7476 |
| 151 | 103.3881 |
| 152 | 103.6025 |
| 153 | 104.4226 |
| 154 | 104.1246 |
| 155 | 104.3256 |
| 156 | 104.2024 |
| 157 | 104.7743 |
| 158 | 104.8864 |
| 159 | 104.7637 |
| 160 | 104.2844 |
| 161 | 103.8905 |
| 162 | 103.9335 |
| 163 | 104.2456 |
| 164 | 103.5139 |
| 165 | 103.5593 |
| 166 | 104.0899 |
| 167 | 103.3431 |
| 168 | 103.1094 |
| 169 | 102.9158 |
| 170 | 102.9699 |
| 171 | 102.7742 |
| 172 | 103.3942 |
| 173 | 103.4294 |
| 174 | 103.6513 |
| 175 | 104.6564 |
| 176 | 104.6805 |
| 177 | 104.8465 |
| 178 | 105.1218 |
| 179 | 104.775 |
| 180 | 104.76 |
| 181 | 104.9547 |
| 182 | 105.2608 |
| 183 | 105.5612 |
| 184 | 105.927 |
| 185 | 106.0201 |
| 186 | 106.0396 |
| 187 | 106.033 |
| 188 | 106.1979 |
| 189 | 105.995 |
| 190 | 106.3645 |
| 191 | 106.5037 |
| 192 | 106.5289 |
| 193 | 106.4021 |
| 194 | 106.5117 |
| 195 | 106.5229 |
| 196 | 106.7497 |
| 197 | 106.7191 |
| 198 | 107.0494 |
| 199 | 106.7277 |
| 200 | 106.8461 |
| 201 | 107.0159 |
| 202 | 107.4425 |
| 203 | 107.2949 |
| 204 | 107.9044 |
| 205 | 107.9798 |
| 206 | 107.6546 |
| 207 | 107.3462 |
| 208 | 107.8948 |
| 209 | 108.3572 |
| 210 | 108.702 |
| 211 | 108.5875 |
| 212 | 108.4488 |
| 213 | 108.2969 |
| 214 | 107.5184 |
| 215 | 107.562 |
| 216 | 107.6565 |
| 217 | 107.6493 |
| 218 | 107.2151 |
| 219 | 107.5805 |
| 220 | 107.4956 |
| 221 | 107.7284 |
| 222 | 108.2999 |
| 223 | 108.2945 |
| 224 | 108.9548 |
| 225 | 109.0823 |
| 226 | 109.5644 |
| 227 | 109.4262 |
| 228 | 109.7295 |
| 229 | 109.3038 |
| 230 | 109.1325 |
| 231 | 108.7524 |
| 232 | 109.072 |
| 233 | 109.095 |
| 234 | 108.984 |
| 235 | 109.1903 |
| 236 | 109.2204 |
| 237 | 109.6331 |
| 238 | 108.8462 |
| 239 | 109.0327 |
| 240 | 109.275 |
| 241 | 109.1814 |
| 242 | 109.1216 |
| 243 | 109.1037 |
| 244 | 109.235 |
| 245 | 108.8791 |
| 246 | 108.9862 |
| 247 | 108.7124 |
| 248 | 108.5081 |
| 249 | 108.264 |
| 250 | 108.1507 |
| 251 | 108.3435 |
| 252 | 108.6283 |
| 253 | 108.7695 |
| 254 | 109.1841 |
| 255 | 109.5093 |
| 256 | 108.8106 |
| 257 | 109.0722 |
| 258 | 108.7749 |
| 259 | 108.4547 |
| 260 | 108.1867 |
| 261 | 108.3104 |
| 262 | 108.4063 |
| 263 | 107.9678 |
| 264 | 107.0949 |
| 265 | 107.1688 |
| 266 | 106.9503 |
| 267 | 106.9766 |
| 268 | 107.0247 |
| 269 | 106.5778 |
| 270 | 106.5593 |
| 271 | 106.6276 |
| 272 | 106.2196 |
| 273 | 105.7138 |
| 274 | 106.1328 |
| 275 | 105.9504 |
| 276 | 106.2261 |
| 277 | 106.7149 |
| 278 | 107.0587 |
| 279 | 107.2669 |
| 280 | 106.7651 |
| 281 | 106.6577 |
| 282 | 106.933 |
| 283 | 106.4456 |
| 284 | 106.2042 |
| 285 | 106.0828 |
| 286 | 106.9315 |
| 287 | 106.7679 |
| 288 | 107.1983 |
| 289 | 107.1092 |
| 290 | 107.8604 |
| 291 | 107.8911 |
| 292 | 107.7995 |
| 293 | 107.6572 |
| 294 | 108.2354 |
| 295 | 108.0729 |
| 296 | 108.1417 |
| 297 | 108.5308 |
| 298 | 108.7302 |
| 299 | 108.3271 |
| 300 | 108.2683 |
| 301 | 109.0447 |
| 302 | 109.1623 |
| 303 | 109.2262 |
| 304 | 109.195 |
| 305 | 108.9506 |
| 306 | 108.9819 |
| 307 | 109.1273 |
| 308 | 109.2899 |
| 309 | 109.388 |
| 310 | 109.4544 |
| 311 | 110.2947 |
| 312 | 110.6244 |
| 313 | 110.0037 |
| 314 | 111.6891 |
| 315 | 111.9773 |
| 316 | 112.1853 |
| 317 | 111.7199 |
| 318 | 111.969 |
| 319 | 112.0665 |
| 320 | 111.712 |
| 321 | 111.4136 |
| 322 | 111.4065 |
| 323 | 111.5542 |
| 324 | 111.4592 |
| 325 | 111.5569 |
| 326 | 112.0025 |
| 327 | 112.2487 |
| 328 | 112.619 |
| 329 | 112.8169 |
| 330 | 112.6086 |
| 331 | 112.7096 |
| 332 | 112.4093 |
| 333 | 112.5967 |
| 334 | 113.0769 |
| 335 | 112.8073 |
| 336 | 113.1738 |
| 337 | 113.0944 |
| 338 | 113.0086 |
| 339 | 112.7781 |
| 340 | 112.585 |
| 341 | 113.2242 |
| 342 | 113.4971 |
| 343 | 113.1481 |
| 344 | 113.3958 |
| 345 | 113.4661 |
| 346 | 113.8287 |
| 347 | 113.9925 |
| 348 | 113.7559 |
| 349 | 113.3803 |
| 350 | 112.7492 |
| 351 | 112.2802 |
| 352 | 112.4782 |
| 353 | 111.8704 |
| 354 | 111.3371 |
| 355 | 112.4537 |
| 356 | 112.5462 |
| 357 | 112.9357 |
| 358 | 113.1659 |
| 359 | 113.4039 |
| 360 | 113.4996 |
| 361 | 113.769 |
| 362 | 113.2344 |
| 363 | 113.5107 |
| 364 | 113.3424 |
| 365 | 112.8734 |
| 366 | 112.3554 |
| +5.07% |
| 4.09 |
| 9 |
| 12.10 → 01.12 | Long | 100.0% | +4.99% | 4.05 | 9 |
| 11.10 → 03.12 | Long | 100.0% | +4.84% | 4.79 | 9 |
| 12.10 → 03.12 | Long | 100.0% | +4.76% | 4.73 | 9 |
| 11.10 → 08.11 | Long | 100.0% | +3.47% | 5.46 | 9 |
| 12.10 → 08.11 | Long | 100.0% | +3.39% | 5.14 | 9 |