Over 2022 to 2025 (4 years of data), JAZZUSUSD has tended to move long between 10.07 and 02.09, closing higher in 100.0% of those years for an average +14.52% move and an annualized Sharpe of 7.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 02.09 | Long | 100.0% | +14.52% | 7.39 | 4 |
| 10.07 → 01.09 | Long | 100.0% | +14.11% | 7.49 | 4 |
| 10.07 → 31.08 | Long | 100.0% | +14.08% | 8.82 | 4 |
| 07.07 → 02.09 | Long | 100.0% | +14.05% | 4.46 | 4 |
| 10.07 → 30.08 | Long | 100.0% | +13.63% | 7.83 | 4 |
| 07.07 → 01.09 | Long | 100.0% | +13.62% | 4.61 | 4 |
| 10.07 → 29.08 | Long | 100.0% | +13.57% | 6.40 | 4 |
| 07.07 → 31.08 | Long | 100.0% | +13.55% | 5.37 | 4 |