United States ETFs
Over 2017 to 2025 (9 years of data), XLIUSUSD has tended to move long between 11.10 and 02.12, closing higher in 88.9% of those years for an average +5.57% move and an annualized Sharpe of 2.47.
Best window
11.10 - 02.12
Direction
Long
Win rate
88.9%
Avg return
+5.57%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 88.9% | +5.57% | 2.47 | 9 |
| 06.10 → 04.12 | Long | 88.9% | +5.46% | 1.84 | 9 |
| 05.10 → 04.12 | Long | 88.9% |
| +5.35% |
| 1.76 |
| 9 |
| 11.10 → 04.12 | Long | 88.9% | +5.28% | 2.24 | 9 |
| 11.10 → 03.12 | Long | 88.9% | +5.27% | 2.57 | 9 |
| 08.10 → 04.12 | Long | 88.9% | +5.11% | 1.74 | 9 |
| 11.10 → 10.12 | Long | 88.9% | +5.10% | 1.86 | 9 |
| 11.10 → 30.11 | Long | 88.9% | +4.95% | 2.18 | 9 |