Over 2022 to 2025 (4 years of data), RJFUSUSD has tended to move long between 10.07 and 31.08, closing higher in 100.0% of those years for an average +6.96% move and an annualized Sharpe of 3.00.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 31.08 | Long | 100.0% | +6.96% | 3.00 | 4 |
| 09.07 → 31.08 | Long | 100.0% | +6.88% | 3.48 | 4 |
| 10.07 → 03.09 | Long | 100.0% | +6.79% | 3.09 | 4 |
| 09.07 → 03.09 | Long | 100.0% | +6.71% | 3.59 | 4 |
| 07.07 → 31.08 | Long | 100.0% | +6.64% | 2.76 | 4 |
| 08.07 → 31.08 | Long | 100.0% | +6.63% | 3.10 | 4 |
| 11.07 → 31.08 | Long | 100.0% | +6.63% | 2.47 | 4 |
| 10.07 → 30.08 | Long | 100.0% | +6.48% | 2.71 | 4 |