Over 2022 to 2025 (4 years of data), JLLUSUSD has tended to move long between 09.07 and 24.08, closing higher in 100.0% of those years for an average +14.86% move and an annualized Sharpe of 4.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 24.08 | Long | 100.0% | +14.86% | 4.35 | 4 |
| 09.07 → 23.08 | Long | 100.0% | +14.85% | 4.25 | 4 |
| 08.07 → 24.08 | Long | 100.0% | +14.44% | 3.69 | 4 |
| 08.07 → 23.08 | Long | 100.0% | +14.41% | 3.71 | 4 |
| 09.07 → 27.08 | Long | 100.0% | +14.30% | 4.44 | 4 |
| 09.07 → 25.08 | Long | 100.0% | +14.20% | 3.75 | 4 |
| 09.07 → 13.08 | Long | 100.0% | +14.08% | 8.84 | 4 |
| 07.07 → 28.08 | Long | 100.0% | +13.93% | 4.01 | 4 |