United States
Over 2017 to 2025 (9 years of data), JPMUSUSD has tended to move long between 19.09 and 16.11, closing higher in 77.8% of those years for an average +8.05% move and an annualized Sharpe of 2.26.
Best window
19.09 - 16.11
Direction
Long
Win rate
77.8%
Avg return
+8.05%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 16.11 | Long | 77.8% | +8.05% | 2.26 | 9 |
| 18.09 → 16.11 | Long | 77.8% | +8.04% | 2.47 | 9 |
| 17.09 → 16.11 | Long | 77.8% |
| +7.97% |
| 2.46 |
| 9 |
| 18.09 → 17.11 | Long | 77.8% | +7.93% | 2.55 | 9 |
| 19.09 → 17.11 | Long | 77.8% | +7.93% | 2.32 | 9 |
| 19.09 → 18.11 | Long | 77.8% | +7.91% | 2.32 | 9 |
| 18.09 → 10.11 | Long | 77.8% | +7.90% | 2.70 | 9 |
| 19.09 → 10.11 | Long | 77.8% | +7.90% | 2.45 | 9 |