United States
Over 2022 to 2025 (4 years of data), JEFUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +16.51% move and an annualized Sharpe of 5.32.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+16.51%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +16.51% | 5.32 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +15.24% | 4.97 | 4 |
| 11.10 → 01.12 | Long | 100.0% |
| +15.17% |
| 4.93 |
| 4 |
| 11.10 → 08.12 | Long | 100.0% | +15.08% | 4.98 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +15.06% | 5.25 | 4 |
| 11.10 → 07.12 | Long | 100.0% | +14.76% | 4.70 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +14.75% | 5.44 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +14.50% | 5.66 | 4 |