United States ETFs
Over 2017 to 2025 (9 years of data), TLTUSUSD has tended to move short between 12.10 and 21.10, closing higher in 88.9% of those years for an average +1.56% move and an annualized Sharpe of 4.48.
Best window
12.10 - 21.10
Direction
Short
Win rate
88.9%
Avg return
+1.56%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 21.10 | Short | 88.9% | +1.56% | 4.48 | 9 |
| 12.10 → 13.11 | Short | 88.9% | +1.13% | 2.36 | 9 |
| 12.10 → 30.10 | Short | 88.9% |
| +1.06% |
| 2.43 |
| 9 |
| 11.10 → 13.11 | Short | 88.9% | +1.05% | 1.88 | 9 |
| 12.10 → 31.10 | Short | 88.9% | +0.97% | 2.08 | 9 |
| 12.10 → 10.11 | Short | 88.9% | +0.87% | 1.40 | 9 |
| 12.10 → 11.11 | Short | 88.9% | +0.85% | 1.39 | 9 |
| 12.10 → 12.11 | Short | 88.9% | +0.84% | 1.51 | 9 |