United States ETFs
Over 2017 to 2025 (9 years of data), XLVUSUSD has tended to move long between 11.10 and 01.12, closing higher in 88.9% of those years for an average +4.63% move and an annualized Sharpe of 2.27.
Best window
11.10 - 01.12
Direction
Long
Win rate
88.9%
Avg return
+4.63%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 88.9% | +4.63% | 2.27 | 9 |
| 11.10 → 02.12 | Long | 88.9% | +4.61% | 2.25 | 9 |
| 05.10 → 01.12 | Long | 88.9% |
| +4.60% |
| 2.75 |
| 9 |
| 05.10 → 02.12 | Long | 88.9% | +4.58% | 2.66 | 9 |
| 09.10 → 01.12 | Long | 88.9% | +4.56% | 2.38 | 9 |
| 07.10 → 01.12 | Long | 88.9% | +4.53% | 2.57 | 9 |
| 09.10 → 02.12 | Long | 88.9% | +4.53% | 2.33 | 9 |
| 07.10 → 02.12 | Long | 88.9% | +4.50% | 2.50 | 9 |