Over 2022 to 2025 (4 years of data), JKHYUSUSD has tended to move short between 25.07 and 17.08, closing higher in 100.0% of those years for an average +6.16% move and an annualized Sharpe of 5.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 17.08 | Short | 100.0% | +6.16% | 5.58 | 4 |
| 27.07 → 17.08 | Short | 100.0% | +5.85% | 6.95 | 4 |
| 22.07 → 17.08 | Short | 100.0% | +4.77% | 4.97 | 4 |
| 27.07 → 26.08 | Short | 100.0% | +4.30% | 4.21 | 4 |
| 27.07 → 25.08 | Short | 100.0% | +4.05% | 3.62 | 4 |
| 21.07 → 24.07 | Long | 100.0% | +1.38% | 31.41 | 4 |
| 27.07 → 25.09 | Short | 75.0% | +9.34% | 3.57 | 4 |
| 25.07 → 23.09 | Short | 75.0% | +8.52% | 2.56 | 4 |