United States ETFs
Over 2017 to 2025 (9 years of data), XLUUSUSD has tended to move long between 08.10 and 24.10, closing higher in 100.0% of those years for an average +2.26% move and an annualized Sharpe of 9.59.
Best window
08.10 - 24.10
Direction
Long
Win rate
100.0%
Avg return
+2.26%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 24.10 | Long | 100.0% | +2.26% | 9.59 | 8 |
| 09.10 → 24.10 | Long | 100.0% | +2.05% | 8.86 | 8 |
| 10.10 → 24.10 | Long | 100.0% |
| +2.04% |
| 10.05 |
| 8 |
| 11.10 → 24.10 | Long | 100.0% | +1.91% | 7.67 | 8 |
| 09.10 → 25.10 | Long | 100.0% | +1.90% | 6.51 | 8 |
| 10.10 → 25.10 | Long | 100.0% | +1.89% | 7.82 | 8 |
| 11.10 → 25.10 | Long | 100.0% | +1.76% | 7.38 | 8 |
| 08.10 → 23.10 | Long | 100.0% | +1.54% | 6.11 | 8 |