United States
Over 2018 to 2025 (8 years of data), SJMUSUSD has tended to move long between 09.10 and 26.11, closing higher in 75.0% of those years for an average +2.67% move and an annualized Sharpe of 1.66.
Best window
09.10 - 26.11
Direction
Long
Win rate
75.0%
Avg return
+2.67%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 26.11 | Long | 75.0% | +2.67% | 1.66 | 8 |
| 08.10 → 26.11 | Long | 75.0% | +2.54% | 1.41 | 8 |
| 09.10 → 08.12 | Long | 75.0% |
| +1.93% |
| 0.87 |
| 8 |
| 10.10 → 18.10 | Long | 75.0% | +0.75% | 2.43 | 8 |
| 09.10 → 16.10 | Long | 75.0% | +0.68% | 2.56 | 8 |
| 10.10 → 17.10 | Long | 75.0% | +0.60% | 2.08 | 8 |
| 08.10 → 16.10 | Long | 75.0% | +0.55% | 1.46 | 8 |
| 10.10 → 20.10 | Long | 75.0% | +0.46% | 1.17 | 8 |