United States
Over 2022 to 2025 (4 years of data), JKHYUSUSD has tended to move long between 05.10 and 18.10, closing higher in 100.0% of those years for an average +3.34% move and an annualized Sharpe of 9.28.
Best window
05.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+3.34%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 18.10 | Long | 100.0% | +3.34% | 9.28 | 4 |
| 06.10 → 18.10 | Long | 100.0% | +2.86% | 6.94 | 4 |
| 07.10 → 18.10 | Long | 100.0% |
| +2.79% |
| 8.61 |
| 4 |
| 05.10 → 24.10 | Long | 100.0% | +2.68% | 4.68 | 4 |
| 09.10 → 18.10 | Long | 100.0% | +2.61% | 10.29 | 4 |
| 08.10 → 18.10 | Long | 100.0% | +2.57% | 9.78 | 4 |
| 07.10 → 17.10 | Long | 100.0% | +2.43% | 11.86 | 4 |
| 07.10 → 15.10 | Long | 100.0% | +2.32% | 9.57 | 4 |