Over 2020 to 2025 (6 years of data), JETSUSUSD has tended to move short between 12.07 and 02.08, closing higher in 83.3% of those years for an average +4.34% move and an annualized Sharpe of 2.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 02.08 | Short | 83.3% | +4.34% | 2.77 | 6 |
| 12.07 → 03.08 | Short | 83.3% | +4.19% | 2.57 | 6 |
| 13.07 → 02.08 | Short | 83.3% | +3.99% | 2.75 | 6 |
| 10.07 → 02.08 | Short | 83.3% | +3.93% | 2.29 | 6 |
| 11.07 → 02.08 | Short | 83.3% | +3.86% | 2.36 | 6 |
| 12.07 → 01.08 | Short | 83.3% | +3.85% | 3.49 | 6 |
| 13.07 → 03.08 | Short | 83.3% | +3.84% | 2.55 | 6 |
| 11.07 → 03.08 | Short | 83.3% | +3.72% | 2.18 | 6 |