United States ETFs
Over 2017 to 2025 (9 years of data), XLFUSUSD has tended to move long between 12.10 and 02.12, closing higher in 100.0% of those years for an average +7.41% move and an annualized Sharpe of 3.45.
Best window
12.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+7.41%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 02.12 | Long | 100.0% | +7.41% | 3.45 | 9 |
| 12.10 → 28.11 | Long | 100.0% | +6.50% | 3.39 | 9 |
| 11.10 → 07.11 | Long | 100.0% |
| +4.57% |
| 4.11 |
| 9 |
| 12.10 → 07.11 | Long | 100.0% | +4.53% | 4.18 | 9 |
| 11.10 → 02.12 | Long | 88.9% | +7.47% | 3.35 | 9 |
| 11.10 → 01.12 | Long | 88.9% | +6.90% | 2.88 | 9 |
| 11.10 → 03.12 | Long | 88.9% | +6.87% | 3.32 | 9 |
| 12.10 → 01.12 | Long | 88.9% | +6.84% | 2.97 | 9 |