United States
Over 2017 to 2025 (9 years of data), JCIUSUSD has tended to move long between 11.10 and 02.12, closing higher in 88.9% of those years for an average +7.96% move and an annualized Sharpe of 1.81.
Best window
11.10 - 02.12
Direction
Long
Win rate
88.9%
Avg return
+7.96%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 88.9% | +7.96% | 1.81 | 9 |
| 10.10 → 02.12 | Long | 88.9% | +7.59% | 1.81 | 9 |
| 11.10 → 08.11 | Long | 88.9% |
| +7.48% |
| 2.73 |
| 9 |
| 11.10 → 29.11 | Long | 88.9% | +7.45% | 1.97 | 9 |
| 11.10 → 01.12 | Long | 88.9% | +7.39% | 1.80 | 9 |
| 10.10 → 03.12 | Long | 88.9% | +7.14% | 1.73 | 9 |
| 10.10 → 08.11 | Long | 88.9% | +7.09% | 2.79 | 9 |
| 10.10 → 29.11 | Long | 88.9% | +7.09% | 1.97 | 9 |