Over 2017 to 2025 (9 years of data), JCIUSUSD has tended to move long between 10.07 and 31.07, closing higher in 100.0% of those years for an average +6.73% move and an annualized Sharpe of 4.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 31.07 | Long | 100.0% | +6.73% | 4.81 | 8 |
| 07.07 → 31.07 | Long | 100.0% | +6.67% | 5.47 | 8 |
| 08.07 → 31.07 | Long | 100.0% | +6.62% | 5.56 | 8 |
| 11.07 → 31.07 | Long | 100.0% | +6.37% | 4.89 | 8 |
| 12.07 → 31.07 | Long | 100.0% | +5.96% | 4.29 | 8 |
| 13.07 → 31.07 | Long | 100.0% | +5.90% | 4.52 | 8 |
| 10.07 → 23.07 | Long | 100.0% | +4.14% | 5.66 | 8 |
| 10.07 → 20.07 | Long | 100.0% | +3.84% | 6.46 | 8 |