Over 2022 to 2025 (4 years of data), JLLUSUSD has tended to move long between 22.07 and 13.08, closing higher in 100.0% of those years for an average +6.82% move and an annualized Sharpe of 4.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 13.08 | Long | 100.0% | +6.82% | 4.30 | 4 |
| 22.07 → 14.08 | Long | 100.0% | +6.10% | 4.10 | 4 |
| 25.07 → 13.08 | Long | 100.0% | +6.06% | 5.83 | 4 |
| 23.07 → 13.08 | Long | 100.0% | +5.59% | 4.64 | 4 |
| 24.07 → 13.08 | Long | 100.0% | +5.55% | 4.76 | 4 |
| 25.07 → 14.08 | Long | 100.0% | +5.36% | 5.56 | 4 |
| 25.07 → 15.08 | Long | 100.0% | +5.24% | 4.65 | 4 |
| 23.07 → 14.08 | Long | 100.0% | +4.89% | 4.37 | 4 |