Over 2022 to 2025 (4 years of data), RJFUSUSD has tended to move long between 23.07 and 14.09, closing higher in 100.0% of those years for an average +6.93% move and an annualized Sharpe of 3.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 14.09 | Long | 100.0% | +6.93% | 3.73 | 4 |
| 22.07 → 14.09 | Long | 100.0% | +6.84% | 3.93 | 4 |
| 24.07 → 14.09 | Long | 100.0% | +6.19% | 3.58 | 4 |
| 27.07 → 18.09 | Long | 100.0% | +5.99% | 2.47 | 4 |
| 27.07 → 17.09 | Long | 100.0% | +5.34% | 2.11 | 4 |
| 27.07 → 12.09 | Long | 100.0% | +4.83% | 1.90 | 4 |
| 27.07 → 16.09 | Long | 100.0% | +4.30% | 2.03 | 4 |
| 23.07 → 30.07 | Long | 100.0% | +4.20% | 15.82 | 4 |