Over 2020 to 2025 (6 years of data), JETSUSUSD has tended to move long between 25.07 and 28.07, closing higher in 100.0% of those years for an average +1.40% move and an annualized Sharpe of 18.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 28.07 | Long | 100.0% | +1.40% | 18.54 | 6 |
| 22.07 → 04.08 | Short | 83.3% | +4.35% | 4.81 | 6 |
| 22.07 → 03.08 | Short | 83.3% | +4.34% | 5.10 | 6 |
| 24.07 → 04.08 | Short | 83.3% | +4.11% | 4.21 | 6 |
| 24.07 → 03.08 | Short | 83.3% | +4.10% | 4.46 | 6 |
| 23.07 → 04.08 | Short | 83.3% | +4.07% | 4.02 | 6 |
| 23.07 → 03.08 | Short | 83.3% | +4.06% | 4.30 | 6 |
| 22.07 → 02.08 | Short | 83.3% | +3.93% | 8.00 | 6 |