Over 2018 to 2025 (8 years of data), IJHUSUSD has tended to move long between 07.07 and 25.07, closing higher in 100.0% of those years for an average +2.72% move and an annualized Sharpe of 8.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 25.07 | Long | 100.0% | +2.72% | 8.20 | 8 |
| 08.07 → 25.07 | Long | 100.0% | +2.67% | 6.75 | 8 |
| 07.07 → 22.07 | Long | 100.0% | +2.62% | 7.02 | 8 |
| 07.07 → 24.07 | Long | 100.0% | +2.41% | 7.11 | 8 |
| 07.07 → 28.08 | Long | 87.5% | +3.95% | 2.80 | 8 |
| 08.07 → 28.08 | Long | 87.5% | +3.89% | 2.79 | 8 |
| 07.07 → 29.08 | Long | 87.5% | +3.76% | 2.75 | 8 |
| 07.07 → 30.08 | Long | 87.5% | +3.76% | 2.71 | 8 |