Over 2022 to 2025 (4 years of data), JEFUSUSD has tended to move long between 21.08 and 19.09, closing higher in 100.0% of those years for an average +9.91% move and an annualized Sharpe of 5.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 19.09 | Long | 100.0% | +9.91% | 5.97 | 4 |
| 20.08 → 19.09 | Long | 100.0% | +9.72% | 6.07 | 4 |
| 21.08 → 18.09 | Long | 100.0% | +9.69% | 5.31 | 4 |
| 20.08 → 18.09 | Long | 100.0% | +9.49% | 5.41 | 4 |
| 22.08 → 19.09 | Long | 100.0% | +9.42% | 5.83 | 4 |
| 22.08 → 18.09 | Long | 100.0% | +9.20% | 5.23 | 4 |
| 21.08 → 17.09 | Long | 100.0% | +8.03% | 6.37 | 4 |
| 20.08 → 17.09 | Long | 100.0% | +7.85% | 6.39 | 4 |