United States ETFs
Over 2017 to 2025 (9 years of data), XLPUSUSD has tended to move long between 08.10 and 04.12, closing higher in 100.0% of those years for an average +4.86% move and an annualized Sharpe of 3.24.
Best window
08.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+4.86%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 04.12 | Long | 100.0% | +4.86% | 3.24 | 9 |
| 08.10 → 02.12 | Long | 100.0% | +4.83% | 2.84 | 9 |
| 07.10 → 04.12 | Long | 100.0% |
| +4.80% |
| 3.46 |
| 9 |
| 08.10 → 03.12 | Long | 100.0% | +4.78% | 3.15 | 9 |
| 07.10 → 02.12 | Long | 100.0% | +4.76% | 3.05 | 9 |
| 08.10 → 05.12 | Long | 100.0% | +4.74% | 3.18 | 9 |
| 07.10 → 03.12 | Long | 100.0% | +4.72% | 3.38 | 9 |
| 09.10 → 04.12 | Long | 100.0% | +4.68% | 3.10 | 9 |