United States
Over 2022 to 2025 (4 years of data), JLLUSUSD has tended to move long between 09.10 and 02.12, closing higher in 100.0% of those years for an average +12.60% move and an annualized Sharpe of 5.14.
Best window
09.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+12.60%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 02.12 | Long | 100.0% | +12.60% | 5.14 | 4 |
| 08.10 → 02.12 | Long | 100.0% | +12.44% | 5.13 | 4 |
| 09.10 → 01.12 | Long | 100.0% |
| +12.30% |
| 5.81 |
| 4 |
| 09.10 → 03.12 | Long | 100.0% | +12.18% | 4.18 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +12.14% | 5.83 | 4 |
| 10.10 → 02.12 | Long | 100.0% | +12.07% | 5.71 | 4 |
| 08.10 → 03.12 | Long | 100.0% | +12.01% | 4.19 | 4 |
| 09.10 → 25.11 | Long | 100.0% | +11.88% | 6.33 | 4 |