Over 2017 to 2025 (9 years of data), JNKUSUSD has tended to move long between 07.07 and 30.07, closing higher in 100.0% of those years for an average +1.69% move and an annualized Sharpe of 4.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 30.07 | Long | 100.0% | +1.69% | 4.18 | 9 |
| 07.07 → 29.07 | Long | 100.0% | +1.60% | 4.20 | 9 |
| 08.07 → 28.07 | Long | 100.0% | +1.60% | 5.04 | 9 |
| 07.07 → 28.07 | Long | 100.0% | +1.58% | 4.50 | 9 |
| 07.07 → 27.07 | Long | 100.0% | +1.56% | 4.69 | 9 |
| 08.07 → 28.08 | Long | 100.0% | +1.47% | 3.55 | 9 |
| 07.07 → 28.08 | Long | 100.0% | +1.45% | 3.99 | 9 |
| 08.07 → 27.08 | Long | 100.0% | +1.45% | 3.68 | 9 |