United States ETFs
Over 2017 to 2025 (9 years of data), XLFUSUSD has tended to move long between 11.10 and 07.11, closing higher in 100.0% of those years for an average +4.57% move and an annualized Sharpe of 4.11.
Best window
11.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+4.57%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 100.0% | +4.57% | 4.11 | 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 |
| 11.10 → 28.11 | Long | 88.9% | +6.56% | 3.24 | 9 |
| 11.10 → 10.12 | Long | 88.9% | +6.44% | 2.32 | 9 |
| 11.10 → 07.12 | Long | 88.9% | +6.26% | 2.50 | 9 |
| 11.10 → 08.12 | Long | 88.9% | +6.19% | 2.31 | 9 |