United States
Over 2022 to 2025 (4 years of data), JAZZUSUSD has tended to move long between 08.10 and 15.11, closing higher in 100.0% of those years for an average +11.75% move and an annualized Sharpe of 4.37.
Best window
08.10 - 15.11
Direction
Long
Win rate
100.0%
Avg return
+11.75%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 15.11 | Long | 100.0% | +11.75% | 4.37 | 4 |
| 09.10 → 15.11 | Long | 100.0% | +11.50% | 4.43 | 4 |
| 06.10 → 15.11 | Long | 100.0% |
| +11.03% |
| 4.54 |
| 4 |
| 07.10 → 15.11 | Long | 100.0% | +10.69% | 3.95 | 4 |
| 05.10 → 15.11 | Long | 100.0% | +10.44% | 4.07 | 4 |
| 06.10 → 14.11 | Long | 100.0% | +6.45% | 3.45 | 4 |
| 05.10 → 14.11 | Long | 100.0% | +5.87% | 3.14 | 4 |
| 08.10 → 04.11 | Long | 100.0% | +4.17% | 4.73 | 4 |