ETFs
Over 2020 to 2025 (6 years of data), XDWTUSUSD has tended to move long between 11.10 and 09.12, closing higher in 100.0% of those years for an average +8.15% move and an annualized Sharpe of 5.39.
Best window
11.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+8.15%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 100.0% | +8.15% | 5.39 | 6 |
| 09.10 → 08.12 | Long | 100.0% | +7.91% | 5.44 | 6 |
| 11.10 → 08.12 | Long | 100.0% |
| +7.81% |
| 5.44 |
| 6 |
| 08.10 → 07.12 | Long | 100.0% | +7.80% | 6.97 | 6 |
| 08.10 → 05.12 | Long | 100.0% | +7.64% | 5.77 | 6 |
| 11.10 → 10.12 | Long | 100.0% | +7.59% | 4.60 | 6 |
| 08.10 → 06.12 | Long | 100.0% | +7.43% | 6.93 | 6 |
| 10.10 → 09.12 | Long | 100.0% | +7.41% | 4.88 | 6 |