ETFs
Over 2020 to 2025 (6 years of data), XDWHUSUSD has tended to move long between 05.10 and 01.12, closing higher in 83.3% of those years for an average +4.02% move and an annualized Sharpe of 2.23.
Best window
05.10 - 01.12
Direction
Long
Win rate
83.3%
Avg return
+4.02%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 01.12 | Long | 83.3% | +4.02% | 2.23 | 6 |
| 08.10 → 01.12 | Long | 83.3% | +3.86% | 1.83 | 6 |
| 07.10 → 01.12 | Long | 83.3% |
| +3.85% |
| 2.04 |
| 6 |
| 09.10 → 01.12 | Long | 83.3% | +3.79% | 1.80 | 6 |
| 05.10 → 04.12 | Long | 83.3% | +3.74% | 2.09 | 6 |
| 06.10 → 01.12 | Long | 83.3% | +3.74% | 2.17 | 6 |
| 05.10 → 03.12 | Long | 83.3% | +3.72% | 2.09 | 6 |
| 05.10 → 02.12 | Long | 83.3% | +3.69% | 2.02 | 6 |