United States
Over 2018 to 2025 (8 years of data), SWKUSUSD has tended to move long between 11.10 and 03.12, closing higher in 87.5% of those years for an average +3.56% move and an annualized Sharpe of 1.04.
Best window
11.10 - 03.12
Direction
Long
Win rate
87.5%
Avg return
+3.56%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 03.12 | Long | 87.5% | +3.56% | 1.04 | 8 |
| 10.10 → 03.12 | Long | 87.5% | +2.79% | 0.77 | 8 |
| 11.10 → 25.11 | Long | 75.0% |
| +4.82% |
| 1.79 |
| 8 |
| 11.10 → 24.11 | Long | 75.0% | +4.41% | 1.68 | 8 |
| 10.10 → 25.11 | Long | 75.0% | +4.10% | 1.32 | 8 |
| 11.10 → 23.11 | Long | 75.0% | +4.00% | 1.53 | 8 |
| 11.10 → 26.11 | Long | 75.0% | +3.67% | 1.22 | 8 |
| 11.10 → 27.11 | Long | 75.0% | +3.65% | 1.19 | 8 |