Over 2020 to 2025 (6 years of data), JETSUSUSD has tended to move long between 21.08 and 12.09, closing higher in 83.3% of those years for an average +3.59% move and an annualized Sharpe of 3.36.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 12.09 | Long | 83.3% | +3.59% | 3.36 | 6 |
| 22.08 → 12.09 | Long | 83.3% | +3.37% | 3.42 | 6 |
| 21.08 → 07.09 | Long | 83.3% | +3.26% | 3.40 | 6 |
| 21.08 → 11.09 | Long | 83.3% | +3.15% | 3.59 | 6 |
| 22.08 → 07.09 | Long | 83.3% | +3.05% | 3.43 | 6 |
| 21.08 → 09.09 | Long | 83.3% | +3.04% | 3.38 | 6 |
| 21.08 → 30.08 | Long | 83.3% | +3.02% | 7.24 | 6 |
| 21.08 → 29.08 | Long | 83.3% | +2.96% | 8.53 | 6 |