Over 2022 to 2025 (4 years of data), JKHYUSUSD has tended to move long between 11.07 and 28.07, closing higher in 100.0% of those years for an average +7.00% move and an annualized Sharpe of 4.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 28.07 | Long | 100.0% | +7.00% | 4.60 | 4 |
| 11.07 → 23.07 | Long | 100.0% | +6.88% | 9.25 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +6.87% | 9.49 | 4 |
| 11.07 → 27.07 | Long | 100.0% | +6.78% | 4.82 | 4 |
| 12.07 → 28.07 | Long | 100.0% | +6.71% | 4.38 | 4 |
| 11.07 → 26.07 | Long | 100.0% | +6.60% | 5.77 | 4 |
| 12.07 → 23.07 | Long | 100.0% | +6.59% | 8.34 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +6.58% | 8.78 | 4 |