United States ETFs
Over 2017 to 2025 (9 years of data), VNQUSUSD has tended to move short between 17.09 and 02.10, closing higher in 100.0% of those years for an average +3.75% move and an annualized Sharpe of 5.92.
Best window
17.09 - 02.10
Direction
Short
Win rate
100.0%
Avg return
+3.75%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 02.10 | Short | 100.0% | +3.75% | 5.92 | 8 |
| 18.09 → 27.09 | Short | 100.0% | +3.69% | 7.07 | 8 |
| 18.09 → 01.10 | Short | 100.0% |
| +3.44% |
| 5.67 |
| 8 |
| 19.09 → 29.09 | Short | 100.0% | +3.21% | 5.43 | 8 |
| 19.09 → 25.09 | Short | 100.0% | +2.92% | 8.61 | 8 |
| 19.09 → 24.09 | Short | 100.0% | +2.81% | 8.65 | 8 |
| 16.09 → 10.10 | Short | 87.5% | +4.96% | 4.38 | 8 |
| 16.09 → 12.10 | Short | 87.5% | +4.88% | 3.89 | 8 |