United States ETFs
Over 2017 to 2025 (9 years of data), VNQUSUSD has tended to move long between 10.10 and 04.12, closing higher in 88.9% of those years for an average +4.43% move and an annualized Sharpe of 2.54.
Best window
10.10 - 04.12
Direction
Long
Win rate
88.9%
Avg return
+4.43%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 04.12 | Long | 88.9% | +4.43% | 2.54 | 9 |
| 10.10 → 05.12 | Long | 88.9% | +4.11% | 2.33 | 9 |
| 11.10 → 29.11 | Long | 88.9% |
| +4.10% |
| 2.76 |
| 9 |
| 11.10 → 28.11 | Long | 88.9% | +4.06% | 3.21 | 9 |
| 08.10 → 29.11 | Long | 88.9% | +4.05% | 2.61 | 9 |
| 07.10 → 25.11 | Long | 88.9% | +4.03% | 2.87 | 9 |
| 11.10 → 27.11 | Long | 88.9% | +4.01% | 3.35 | 9 |
| 08.10 → 28.11 | Long | 88.9% | +4.00% | 3.09 | 9 |