ETFs
Over 2020 to 2025 (6 years of data), XDWTUSUSD has tended to move long between 18.09 and 14.11, closing higher in 100.0% of those years for an average +6.90% move and an annualized Sharpe of 16.31.
Best window
18.09 - 14.11
Direction
Long
Win rate
100.0%
Avg return
+6.90%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.09 → 14.11 | Long | 100.0% | +6.90% | 16.31 | 6 |
| 18.09 → 15.11 | Long | 100.0% | +6.71% | 17.11 | 6 |
| 18.09 → 12.11 | Long | 100.0% |
| +6.62% |
| 13.21 |
| 6 |
| 19.09 → 14.11 | Long | 100.0% | +6.60% | 11.71 | 6 |
| 21.09 → 14.11 | Long | 100.0% | +6.56% | 8.32 | 6 |
| 17.09 → 14.11 | Long | 100.0% | +6.54% | 11.11 | 6 |
| 19.09 → 15.11 | Long | 100.0% | +6.42% | 8.08 | 6 |
| 21.09 → 15.11 | Long | 100.0% | +6.38% | 6.48 | 6 |