Over 2017 to 2025 (9 years of data), JWNUSUSD has tended to move short between 12.07 and 26.08, closing higher in 77.8% of those years for an average +7.26% move and an annualized Sharpe of 2.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 26.08 | Short | 77.8% | +7.26% | 2.10 | 9 |
| 12.07 → 27.08 | Short | 77.8% | +6.89% | 1.87 | 9 |
| 13.07 → 26.08 | Short | 77.8% | +6.88% | 1.97 | 9 |
| 11.07 → 26.08 | Short | 77.8% | +6.71% | 1.84 | 9 |
| 13.07 → 27.08 | Short | 77.8% | +6.50% | 1.74 | 9 |
| 11.07 → 27.08 | Short | 77.8% | +6.35% | 1.65 | 9 |
| 12.07 → 29.08 | Short | 77.8% | +6.32% | 1.58 | 9 |
| 07.07 → 26.08 | Short | 77.8% | +6.28% | 1.89 | 9 |