United States
Over 2022 to 2026 (5 years of data), JBLUUSUSD has tended to move long between 13.10 and 12.12, closing higher in 100.0% of those years for an average +15.98% move and an annualized Sharpe of 6.51.
Best window
13.10 - 12.12
Direction
Long
Win rate
100.0%
Avg return
+15.98%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 12.12 | Long | 100.0% | +15.98% | 6.51 | 4 |
| 13.10 → 11.12 | Long | 100.0% | +15.84% | 8.76 | 4 |
| 12.10 → 11.12 | Long | 100.0% |
| +14.93% |
| 7.76 |
| 4 |
| 14.10 → 12.12 | Long | 100.0% | +14.62% | 6.59 | 4 |
| 14.10 → 11.12 | Long | 100.0% | +14.48% | 9.96 | 4 |
| 13.10 → 10.12 | Long | 100.0% | +13.92% | 4.60 | 4 |
| 13.10 → 07.12 | Long | 100.0% | +13.87% | 4.64 | 4 |
| 12.10 → 10.12 | Long | 100.0% | +13.01% | 4.31 | 4 |