United States ETFs
Over 2017 to 2025 (9 years of data), XLPUSUSD has tended to move short between 15.09 and 08.10, closing higher in 100.0% of those years for an average +3.11% move and an annualized Sharpe of 4.77.
Best window
15.09 - 08.10
Direction
Short
Win rate
100.0%
Avg return
+3.11%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 08.10 | Short | 100.0% | +3.11% | 4.77 | 9 |
| 15.09 → 03.10 | Short | 100.0% | +3.04% | 7.34 | 9 |
| 15.09 → 02.10 | Short | 100.0% |
| +2.91% |
| 8.05 |
| 9 |
| 16.09 → 03.10 | Short | 100.0% | +2.69% | 7.74 | 9 |
| 16.09 → 02.10 | Short | 100.0% | +2.57% | 8.83 | 9 |
| 18.09 → 02.10 | Short | 100.0% | +2.30% | 9.18 | 9 |
| 15.09 → 23.09 | Short | 100.0% | +2.11% | 10.43 | 9 |
| 15.09 → 22.09 | Short | 100.0% | +1.90% | 13.63 | 9 |