United States ETFs
Over 2020 to 2025 (6 years of data), VDEUSUSD has tended to move long between 05.10 and 14.11, closing higher in 100.0% of those years for an average +7.83% move and an annualized Sharpe of 2.91.
Best window
05.10 - 14.11
Direction
Long
Win rate
100.0%
Avg return
+7.83%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 14.11 | Long | 100.0% | +7.83% | 2.91 | 6 |
| 05.10 → 15.11 | Long | 100.0% | +7.64% | 2.61 | 6 |
| 05.10 → 17.11 | Long | 100.0% |
| +7.46% |
| 2.50 |
| 6 |
| 05.10 → 18.11 | Long | 100.0% | +6.82% | 2.63 | 6 |
| 05.10 → 24.11 | Long | 83.3% | +9.68% | 2.03 | 6 |
| 05.10 → 25.11 | Long | 83.3% | +9.00% | 2.00 | 6 |
| 11.10 → 24.11 | Long | 83.3% | +8.79% | 2.17 | 6 |
| 05.10 → 23.11 | Long | 83.3% | +8.32% | 2.09 | 6 |