United States
Over 2017 to 2025 (9 years of data), JWNUSUSD has tended to move long between 07.10 and 14.11, closing higher in 87.5% of those years for an average +12.76% move and an annualized Sharpe of 2.37.
Best window
07.10 - 14.11
Direction
Long
Win rate
87.5%
Avg return
+12.76%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 14.11 | Long | 87.5% | +12.76% | 2.37 | 8 |
| 06.10 → 14.11 | Long | 87.5% | +12.10% | 2.33 | 8 |
| 08.10 → 14.11 | Long | 87.5% |
| +11.91% |
| 2.28 |
| 8 |
| 07.10 → 08.11 | Long | 87.5% | +9.25% | 2.61 | 8 |
| 07.10 → 07.11 | Long | 87.5% | +9.16% | 2.61 | 8 |
| 06.10 → 08.11 | Long | 87.5% | +8.68% | 2.44 | 8 |
| 06.10 → 07.11 | Long | 87.5% | +8.59% | 2.42 | 8 |
| 08.10 → 08.11 | Long | 87.5% | +8.44% | 2.48 | 8 |