United States
Over 2022 to 2025 (4 years of data), JBLUUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +11.69% move and an annualized Sharpe of 4.43.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+11.69%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +11.69% | 4.43 | 4 |
| 11.10 → 07.12 | Long | 100.0% | +11.62% | 4.53 | 4 |
| 11.10 → 08.12 | Long | 100.0% |
| +10.59% |
| 4.48 |
| 4 |
| 11.10 → 09.12 | Long | 100.0% | +10.38% | 4.51 | 4 |
| 05.10 → 10.10 | Short | 100.0% | +5.84% | 20.53 | 4 |
| 06.10 → 10.10 | Short | 100.0% | +5.72% | 17.05 | 4 |
| 05.10 → 12.10 | Short | 100.0% | +5.50% | 35.47 | 4 |
| 06.10 → 12.10 | Short | 100.0% | +5.39% | 20.27 | 4 |