Over 2017 to 2025 (9 years of data), IJRUSUSD has tended to move long between 23.07 and 26.07, closing higher in 100.0% of those years for an average +0.93% move and an annualized Sharpe of 11.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 26.07 | Long | 100.0% | +0.93% | 11.87 | 9 |
| 22.07 → 26.07 | Long | 88.9% | +1.07% | 8.30 | 9 |
| 22.07 → 29.07 | Long | 77.8% | +1.45% | 6.42 | 9 |
| 25.07 → 31.07 | Long | 77.8% | +1.22% | 4.73 | 9 |
| 22.07 → 28.07 | Long | 77.8% | +0.91% | 4.97 | 9 |
| 22.07 → 17.09 | Long | 77.8% | +0.91% | 0.68 | 9 |
| 22.07 → 16.09 | Long | 77.8% | +0.80% | 0.57 | 9 |
| 23.07 → 17.09 | Long | 77.8% | +0.77% | 0.66 | 9 |