United States ETFs
Over 2018 to 2025 (8 years of data), XRESUSUSD has tended to move short between 18.09 and 02.10, closing higher in 100.0% of those years for an average +3.09% move and an annualized Sharpe of 5.90.
Best window
18.09 - 02.10
Direction
Short
Win rate
100.0%
Avg return
+3.09%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.09 → 02.10 | Short | 100.0% | +3.09% | 5.90 | 8 |
| 18.09 → 28.09 | Short | 100.0% | +3.05% | 6.56 | 8 |
| 18.09 → 30.09 | Short | 100.0% |
| +3.01% |
| 5.55 |
| 8 |
| 18.09 → 29.09 | Short | 100.0% | +2.95% | 5.60 | 8 |
| 18.09 → 27.09 | Short | 100.0% | +2.93% | 6.04 | 8 |
| 18.09 → 26.09 | Short | 100.0% | +2.62% | 6.72 | 8 |
| 19.09 → 24.09 | Short | 100.0% | +2.46% | 7.08 | 6 |
| 15.09 → 13.10 | Short | 87.5% | +4.65% | 3.08 | 8 |