United States
Over 2022 to 2025 (4 years of data), RJFUSUSD has tended to move long between 11.10 and 04.12, closing higher in 100.0% of those years for an average +12.70% move and an annualized Sharpe of 2.94.
Best window
11.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+12.70%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 100.0% | +12.70% | 2.94 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +12.30% | 2.80 | 4 |
| 11.10 → 11.11 | Long | 100.0% |
| +12.29% |
| 3.73 |
| 4 |
| 11.10 → 10.12 | Long | 100.0% | +12.27% | 3.38 | 4 |
| 11.10 → 12.11 | Long | 100.0% | +12.25% | 3.84 | 4 |
| 11.10 → 10.11 | Long | 100.0% | +12.16% | 3.65 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +11.92% | 2.95 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +11.86% | 3.08 | 4 |