United States ETFs
Over 2018 to 2025 (8 years of data), XRESUSUSD has tended to move long between 11.10 and 04.12, closing higher in 87.5% of those years for an average +5.34% move and an annualized Sharpe of 2.43.
Best window
11.10 - 04.12
Direction
Long
Win rate
87.5%
Avg return
+5.34%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 87.5% | +5.34% | 2.43 | 8 |
| 11.10 → 07.12 | Long | 87.5% | +5.22% | 2.39 | 8 |
| 11.10 → 08.12 | Long | 87.5% |
| +5.20% |
| 2.34 |
| 8 |
| 12.10 → 04.12 | Long | 87.5% | +5.17% | 2.57 | 8 |
| 11.10 → 05.12 | Long | 87.5% | +5.11% | 2.29 | 8 |
| 12.10 → 07.12 | Long | 87.5% | +5.05% | 2.50 | 8 |
| 12.10 → 08.12 | Long | 87.5% | +5.04% | 2.46 | 8 |
| 12.10 → 05.12 | Long | 87.5% | +4.94% | 2.44 | 8 |