United States ETFs
Over 2017 to 2025 (9 years of data), VEAUSUSD has tended to move long between 11.10 and 10.12, closing higher in 77.8% of those years for an average +4.30% move and an annualized Sharpe of 1.57.
Best window
11.10 - 10.12
Direction
Long
Win rate
77.8%
Avg return
+4.30%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 77.8% | +4.30% | 1.57 | 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 |
| 11.10 → 09.12 | Long | 77.8% | +4.16% | 1.57 | 9 |
| 08.10 → 07.12 | Long | 77.8% | +4.11% | 1.50 | 9 |
| 06.10 → 02.12 | Long | 77.8% | +4.10% | 1.72 | 9 |
| 09.10 → 07.12 | Long | 77.8% | +4.09% | 1.55 | 9 |
| 11.10 → 07.12 | Long | 77.8% | +4.09% | 1.66 | 9 |