United States ETFs
Over 2017 to 2025 (9 years of data), XLYUSUSD has tended to move long between 11.10 and 02.12, closing higher in 100.0% of those years for an average +5.53% move and an annualized Sharpe of 3.32.
Best window
11.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+5.53%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 100.0% | +5.53% | 3.32 | 9 |
| 11.10 → 01.12 | Long | 100.0% | +5.39% | 3.46 | 9 |
| 12.10 → 02.12 | Long | 100.0% |
| +5.34% |
| 3.36 |
| 9 |
| 12.10 → 01.12 | Long | 100.0% | +5.19% | 3.51 | 9 |
| 11.10 → 30.11 | Long | 100.0% | +5.15% | 2.93 | 9 |
| 11.10 → 28.11 | Long | 100.0% | +4.82% | 2.89 | 9 |
| 08.10 → 02.12 | Long | 88.9% | +5.32% | 2.88 | 9 |
| 08.10 → 01.12 | Long | 88.9% | +5.18% | 2.93 | 9 |