Over 2022 to 2025 (4 years of data), JAZZUSUSD has tended to move long between 22.07 and 25.08, closing higher in 100.0% of those years for an average +7.27% move and an annualized Sharpe of 6.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 25.08 | Long | 100.0% | +7.27% | 6.21 | 4 |
| 22.07 → 24.08 | Long | 100.0% | +6.81% | 6.59 | 4 |
| 24.07 → 25.08 | Long | 100.0% | +6.48% | 7.39 | 4 |
| 27.07 → 01.09 | Long | 100.0% | +6.31% | 5.57 | 4 |
| 26.07 → 01.09 | Long | 100.0% | +6.24% | 5.86 | 4 |
| 23.07 → 25.08 | Long | 100.0% | +6.11% | 6.44 | 4 |
| 24.07 → 24.08 | Long | 100.0% | +6.02% | 9.09 | 4 |
| 27.07 → 31.08 | Long | 100.0% | +5.88% | 4.84 | 4 |