United States ETFs
Over 2017 to 2025 (9 years of data), XLEUSUSD has tended to move long between 12.10 and 24.11, closing higher in 77.8% of those years for an average +5.37% move and an annualized Sharpe of 1.34.
Best window
12.10 - 24.11
Direction
Long
Win rate
77.8%
Avg return
+5.37%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 24.11 | Long | 77.8% | +5.37% | 1.34 | 9 |
| 06.10 → 24.11 | Long | 77.8% | +5.19% | 1.18 | 9 |
| 11.10 → 24.11 | Long | 77.8% |
| +5.14% |
| 1.25 |
| 9 |
| 06.10 → 22.11 | Long | 77.8% | +4.44% | 1.20 | 9 |
| 12.10 → 23.11 | Long | 77.8% | +4.29% | 1.21 | 9 |
| 06.10 → 23.11 | Long | 77.8% | +4.12% | 1.05 | 9 |
| 06.10 → 02.12 | Long | 77.8% | +4.10% | 1.12 | 9 |
| 10.10 → 24.11 | Long | 77.8% | +3.91% | 0.91 | 9 |