United States ETFs
Over 2018 to 2025 (8 years of data), VGKUSUSD has tended to move long between 08.10 and 07.12, closing higher in 75.0% of those years for an average +5.18% move and an annualized Sharpe of 1.52.
Best window
08.10 - 07.12
Direction
Long
Win rate
75.0%
Avg return
+5.18%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 07.12 | Long | 75.0% | +5.18% | 1.52 | 8 |
| 09.10 → 08.12 | Long | 75.0% | +5.15% | 1.49 | 8 |
| 09.10 → 02.12 | Long | 75.0% |
| +5.09% |
| 1.58 |
| 8 |
| 12.10 → 11.12 | Long | 75.0% | +5.09% | 1.42 | 8 |
| 09.10 → 05.12 | Long | 75.0% | +5.07% | 1.58 | 8 |
| 09.10 → 04.12 | Long | 75.0% | +5.05% | 1.55 | 8 |
| 09.10 → 07.12 | Long | 75.0% | +5.04% | 1.52 | 8 |
| 12.10 → 08.12 | Long | 75.0% | +5.01% | 1.46 | 8 |