Over 2018 to 2025 (8 years of data), SJMUSUSD has tended to move long between 12.07 and 18.08, closing higher in 87.5% of those years for an average +4.15% move and an annualized Sharpe of 3.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 18.08 | Long | 87.5% | +4.15% | 3.71 | 8 |
| 11.07 → 18.08 | Long | 87.5% | +4.11% | 3.43 | 8 |
| 12.07 → 19.08 | Long | 87.5% | +4.03% | 3.26 | 8 |
| 11.07 → 19.08 | Long | 87.5% | +3.99% | 2.98 | 8 |
| 12.07 → 16.08 | Long | 87.5% | +3.95% | 3.42 | 8 |
| 13.07 → 18.08 | Long | 87.5% | +3.74% | 3.30 | 8 |
| 12.07 → 17.08 | Long | 87.5% | +3.71% | 3.27 | 8 |
| 10.07 → 12.08 | Long | 87.5% | +3.63% | 2.83 | 8 |