Over 2022 to 2025 (4 years of data), JLLUSUSD has tended to move short between 26.08 and 10.10, closing higher in 100.0% of those years for an average +8.94% move and an annualized Sharpe of 4.36.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 10.10 | Short | 100.0% | +8.94% | 4.36 | 4 |
| 25.08 → 10.10 | Short | 100.0% | +8.68% | 3.82 | 4 |
| 24.08 → 10.10 | Short | 100.0% | +8.28% | 3.92 | 4 |
| 23.08 → 11.09 | Long | 100.0% | +3.33% | 17.93 | 4 |
| 23.08 → 12.09 | Long | 100.0% | +2.87% | 9.78 | 4 |
| 23.08 → 10.09 | Long | 100.0% | +2.80% | 10.99 | 4 |
| 23.08 → 26.08 | Long | 100.0% | +2.74% | 16.20 | 4 |
| 23.08 → 29.08 | Long | 100.0% | +2.68% | 6.56 | 4 |