Over 2022 to 2025 (4 years of data), JEFUSUSD has tended to move long between 08.07 and 31.08, closing higher in 100.0% of those years for an average +15.55% move and an annualized Sharpe of 12.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 31.08 | Long | 100.0% | +15.55% | 12.51 | 4 |
| 09.07 → 31.08 | Long | 100.0% | +15.41% | 14.50 | 4 |
| 08.07 → 30.08 | Long | 100.0% | +15.22% | 10.42 | 4 |
| 09.07 → 30.08 | Long | 100.0% | +15.08% | 11.84 | 4 |
| 07.07 → 31.08 | Long | 100.0% | +15.03% | 14.35 | 4 |
| 09.07 → 07.09 | Long | 100.0% | +14.95% | 11.81 | 4 |
| 08.07 → 01.09 | Long | 100.0% | +14.89% | 11.99 | 4 |
| 10.07 → 08.09 | Long | 100.0% | +14.87% | 7.27 | 4 |