Over 2017 to 2025 (9 years of data), JPMUSUSD has tended to move long between 24.08 and 15.10, closing higher in 88.9% of those years for an average +3.05% move and an annualized Sharpe of 1.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 15.10 | Long | 88.9% | +3.05% | 1.56 | 9 |
| 24.08 → 16.10 | Long | 88.9% | +3.01% | 1.66 | 9 |
| 24.08 → 17.10 | Long | 88.9% | +2.97% | 1.64 | 9 |
| 25.08 → 15.10 | Long | 88.9% | +2.54% | 1.30 | 9 |
| 25.08 → 16.10 | Long | 88.9% | +2.50% | 1.38 | 9 |
| 27.08 → 15.10 | Long | 88.9% | +2.49% | 1.39 | 9 |
| 27.08 → 16.10 | Long | 88.9% | +2.45% | 1.48 | 9 |
| 23.08 → 30.08 | Long | 88.9% | +1.48% | 7.20 | 9 |