United States
Over 2017 to 2025 (9 years of data), TRVUSUSD has tended to move long between 05.10 and 29.11, closing higher in 88.9% of those years for an average +6.70% move and an annualized Sharpe of 2.16.
Best window
05.10 - 29.11
Direction
Long
Win rate
88.9%
Avg return
+6.70%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 29.11 | Long | 88.9% | +6.70% | 2.16 | 9 |
| 05.10 → 28.11 | Long | 88.9% | +6.63% | 2.17 | 9 |
| 06.10 → 29.11 | Long | 88.9% |
| +6.09% |
| 2.14 |
| 9 |
| 06.10 → 28.11 | Long | 88.9% | +6.02% | 2.14 | 9 |
| 11.10 → 08.11 | Long | 88.9% | +5.95% | 2.85 | 9 |
| 11.10 → 09.11 | Long | 88.9% | +5.84% | 2.86 | 9 |
| 11.10 → 07.11 | Long | 88.9% | +5.60% | 2.78 | 9 |
| 10.10 → 08.11 | Long | 88.9% | +5.46% | 2.60 | 9 |