Over 2022 to 2025 (4 years of data), JBLUUSUSD has tended to move short between 10.07 and 04.09, closing higher in 75.0% of those years for an average +9.98% move and an annualized Sharpe of 1.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 04.09 | Short | 75.0% | +9.98% | 1.46 | 4 |
| 09.07 → 04.09 | Short | 75.0% | +9.88% | 1.40 | 4 |
| 10.07 → 03.09 | Short | 75.0% | +9.87% | 1.45 | 4 |
| 09.07 → 03.09 | Short | 75.0% | +9.76% | 1.39 | 4 |
| 08.07 → 04.09 | Short | 75.0% | +9.65% | 1.33 | 4 |
| 08.07 → 03.09 | Short | 75.0% | +9.53% | 1.32 | 4 |
| 07.07 → 04.09 | Short | 75.0% | +9.48% | 1.27 | 4 |
| 07.07 → 03.09 | Short | 75.0% | +9.36% | 1.26 | 4 |