United States ETFs
Over 2017 to 2025 (9 years of data), VEAUSUSD has tended to move long between 12.10 and 11.12, closing higher in 77.8% of those years for an average +4.49% move and an annualized Sharpe of 1.60.
Best window
12.10 - 11.12
Direction
Long
Win rate
77.8%
Avg return
+4.49%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.12 | Long | 77.8% | +4.49% | 1.60 | 9 |
| 12.10 → 10.12 | Long | 77.8% | +4.44% | 1.58 | 9 |
| 12.10 → 08.12 | Long | 77.8% |
| +4.32% |
| 1.62 |
| 9 |
| 11.10 → 10.12 | Long | 77.8% | +4.30% | 1.57 | 9 |
| 12.10 → 09.12 | Long | 77.8% | +4.30% | 1.59 | 9 |
| 12.10 → 07.12 | Long | 77.8% | +4.23% | 1.67 | 9 |
| 09.10 → 08.12 | Long | 77.8% | +4.19% | 1.51 | 9 |
| 11.10 → 08.12 | Long | 77.8% | +4.18% | 1.61 | 9 |