Over 2017 to 2025 (9 years of data), JCIUSUSD has tended to move long between 12.08 and 12.09, closing higher in 87.5% of those years for an average +3.01% move and an annualized Sharpe of 4.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 12.09 | Long | 87.5% | +3.01% | 4.12 | 8 |
| 13.08 → 12.09 | Long | 87.5% | +2.88% | 3.53 | 8 |
| 14.08 → 12.09 | Long | 87.5% | +2.79% | 4.00 | 8 |
| 12.08 → 13.09 | Long | 87.5% | +2.76% | 3.18 | 8 |
| 15.08 → 12.09 | Long | 87.5% | +2.76% | 3.99 | 8 |
| 12.08 → 11.09 | Long | 87.5% | +2.59% | 3.74 | 8 |
| 12.08 → 14.09 | Long | 87.5% | +2.58% | 2.92 | 8 |
| 16.08 → 12.09 | Long | 87.5% | +2.48% | 3.45 | 8 |