United States ETFs
Over 2017 to 2025 (9 years of data), TLTUSUSD has tended to move short between 11.10 and 13.11, closing higher in 88.9% of those years for an average +1.05% move and an annualized Sharpe of 1.88.
Best window
11.10 - 13.11
Direction
Short
Win rate
88.9%
Avg return
+1.05%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 13.11 | Short | 88.9% | +1.05% | 1.88 | 9 |
| 05.10 → 21.10 | Short | 77.8% | +2.07% | 3.04 | 9 |
| 05.10 → 22.10 | Short | 77.8% |
| +2.07% |
| 2.79 |
| 9 |
| 05.10 → 23.10 | Short | 77.8% | +2.07% | 2.80 | 9 |
| 05.10 → 20.10 | Short | 77.8% | +2.03% | 3.59 | 9 |
| 05.10 → 25.10 | Short | 77.8% | +1.89% | 2.84 | 9 |
| 09.10 → 27.11 | Long | 77.8% | +1.82% | 1.72 | 9 |
| 05.10 → 24.10 | Short | 77.8% | +1.77% | 2.28 | 9 |