United States ETFs
Over 2017 to 2025 (9 years of data), XLKUSUSD has tended to move long between 11.10 and 01.12, closing higher in 100.0% of those years for an average +5.63% move and an annualized Sharpe of 3.15.
Best window
11.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+5.63%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 100.0% | +5.63% | 3.15 | 9 |
| 05.10 → 01.12 | Long | 88.9% | +5.56% | 2.36 | 9 |
| 06.10 → 01.12 | Long | 88.9% |
| +5.48% |
| 2.51 |
| 9 |
| 11.10 → 02.12 | Long | 88.9% | +5.44% | 2.98 | 9 |
| 11.10 → 30.11 | Long | 88.9% | +5.43% | 2.79 | 9 |
| 05.10 → 30.11 | Long | 88.9% | +5.37% | 2.10 | 9 |
| 08.10 → 01.12 | Long | 88.9% | +5.31% | 2.49 | 9 |
| 06.10 → 30.11 | Long | 88.9% | +5.29% | 2.22 | 9 |