Over 2017 to 2025 (9 years of data), IJRUSUSD has tended to move long between 07.07 and 25.07, closing higher in 100.0% of those years for an average +3.42% move and an annualized Sharpe of 5.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 25.07 | Long | 100.0% | +3.42% | 5.56 | 9 |
| 07.07 → 29.07 | Long | 88.9% | +4.13% | 4.19 | 9 |
| 07.07 → 28.07 | Long | 88.9% | +3.93% | 4.15 | 9 |
| 07.07 → 27.07 | Long | 88.9% | +3.91% | 4.34 | 9 |
| 08.07 → 28.07 | Long | 88.9% | +3.80% | 4.20 | 9 |
| 07.07 → 26.07 | Long | 88.9% | +3.44% | 4.13 | 9 |
| 08.07 → 25.07 | Long | 88.9% | +3.29% | 5.46 | 9 |
| 07.07 → 23.07 | Long | 88.9% | +3.26% | 4.78 | 9 |