United States
Over 2017 to 2025 (9 years of data), JPMUSUSD has tended to move long between 12.10 and 02.12, closing higher in 88.9% of those years for an average +10.92% move and an annualized Sharpe of 2.89.
Best window
12.10 - 02.12
Direction
Long
Win rate
88.9%
Avg return
+10.92%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 02.12 | Long | 88.9% | +10.92% | 2.89 | 9 |
| 11.10 → 02.12 | Long | 88.9% | +10.59% | 2.81 | 9 |
| 12.10 → 01.12 | Long | 88.9% |
| +10.28% |
| 2.64 |
| 9 |
| 12.10 → 03.12 | Long | 88.9% | +10.13% | 2.89 | 9 |
| 12.10 → 30.11 | Long | 88.9% | +10.10% | 2.55 | 9 |
| 12.10 → 29.11 | Long | 88.9% | +10.03% | 2.64 | 9 |
| 11.10 → 01.12 | Long | 88.9% | +9.95% | 2.57 | 9 |
| 11.10 → 03.12 | Long | 88.9% | +9.80% | 2.77 | 9 |