Over 2018 to 2025 (8 years of data), IJHUSUSD has tended to move long between 16.08 and 02.09, closing higher in 87.5% of those years for an average +0.79% move and an annualized Sharpe of 1.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 02.09 | Long | 87.5% | +0.79% | 1.03 | 8 |
| 13.08 → 02.09 | Long | 87.5% | +0.76% | 0.92 | 8 |
| 14.08 → 02.09 | Long | 87.5% | +0.66% | 0.84 | 8 |
| 15.08 → 02.09 | Long | 87.5% | +0.66% | 0.91 | 8 |
| 17.08 → 10.10 | Short | 75.0% | +2.46% | 1.29 | 8 |
| 17.08 → 02.10 | Short | 75.0% | +2.38% | 1.35 | 8 |
| 18.08 → 10.10 | Short | 75.0% | +2.19% | 1.17 | 8 |
| 18.08 → 02.10 | Short | 75.0% | +2.12% | 1.26 | 8 |